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Article Dans Une Revue Potential Analysis Année : 2009

Rate of Convergence of Space Time Approximations for stochastic evolution equations

Résumé

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of convergence of various numerical approximations are estimated under strong monotonicity and Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.
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Dates et versions

hal-00153372 , version 1 (10-06-2007)
hal-00153372 , version 2 (29-09-2008)

Identifiants

Citer

Istvan Gyöngy, Annie Millet. Rate of Convergence of Space Time Approximations for stochastic evolution equations. Potential Analysis, 2009, 30 (1), pp.29-64. ⟨10.1007/s11118-008-9105-5⟩. ⟨hal-00153372v2⟩
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