Convergence of approximations of monotone gradient systems
Probability
2007-05-23 v1
Abstract
We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to reflecting O.U. processes in infinite dimension, to stochastic partial differential equations with reflection of Cahn-Hilliard type and to interface models.
Keywords
Cite
@article{arxiv.math/0603474,
title = {Convergence of approximations of monotone gradient systems},
author = {Lorenzo Zambotti},
journal= {arXiv preprint arXiv:math/0603474},
year = {2007}
}