A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces
Abstract
We consider the effect of perturbations to a quasi-linear parabolic stochastic differential equation set in a UMD Banach space . To be precise, we consider perturbations of the linear part, i.e. the term concerning a linear operator generating an analytic semigroup. We provide estimates for the difference between the solution to the original equation and the solution to the perturbed equation in the -norm. In particular, this difference can be estimated for sufficiently smooth non-linear terms. The work is inspired by the desire to prove convergence of space discretization schemes for such equations. In this article we prove convergence rates for the case that is approximated by its Yosida approximation, and in a forthcoming publication we consider convergence of Galerkin and finite-element schemes in the case that is a Hilbert space.
Keywords
Cite
@article{arxiv.1203.1606,
title = {A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces},
author = {Sonja Cox and Erika Hausenblas},
journal= {arXiv preprint arXiv:1203.1606},
year = {2012}
}