Approximation of SPDEs with Holder Continuous Drifts
Probability
2017-03-30 v1
Abstract
In this paper, exploiting the regularities of the corresponding Kolmogorov equations involved we investigate strong convergence of exponential integrator scheme for a range of stochastic partial differential equations, in which the drift term is H\"older continuous, and reveal the rate of convergence.
Cite
@article{arxiv.1703.09931,
title = {Approximation of SPDEs with Holder Continuous Drifts},
author = {Jianhai Bao and Xing Huang and Chenggui Yuan},
journal= {arXiv preprint arXiv:1703.09931},
year = {2017}
}
Comments
16pages