Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces
Numerical Analysis
2024-11-12 v5 Numerical Analysis
Probability
Abstract
For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal -regularity estimate is established, and a sharp error estimate in the norm , , is derived via a duality argument.
Cite
@article{arxiv.2211.08375,
title = {Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces},
author = {Binjie Li and Xiaoping Xie},
journal= {arXiv preprint arXiv:2211.08375},
year = {2024}
}