Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

• Main Author: Kruse, Raphael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Lecture Notes in Mathematics, 2093
• Subjects: Mathematics.; Partial differential equations.; Numerical analysis.; Probabilities.; Numerical Analysis.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a...