On the splitting method for some complex-valued quasilinear equations
Probability
2022-11-21 v1
Abstract
Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schr\"odinger equations
Cite
@article{arxiv.1101.2315,
title = {On the splitting method for some complex-valued quasilinear equations},
author = {Zdzislaw Brzezniak and Annie Millet},
journal= {arXiv preprint arXiv:1101.2315},
year = {2022}
}