Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

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In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and ...

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In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and ...

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  • Formats: pdf
  • ISBN: 9783319022314
  • Publication Date: 18 Nov 2013
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM