On discretization schemes for stochastic evolution equations
概率论
2016-08-16 v1
摘要
Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.
引用
@article{arxiv.math/0611069,
title = {On discretization schemes for stochastic evolution equations},
author = {Istvan Gyöngy and Annie Millet},
journal= {arXiv preprint arXiv:math/0611069},
year = {2016}
}