Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

Title

Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

Author

Cox, S.G.
Van Neerven, J.M.A.M.

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Date

2010-04-23

Subject

splitting scheme
stochastic evolution equations
analytic semigroups
gamma radonifying operators
gamma boundedness
stochastic convolutions
Lie-Trotter product formula

To reference this document use:

http://resolver.tudelft.nl/uuid:337a6f2f-a83d-43fb-bafb-32b547a3d297

DOI

https://doi.org/10.1137/090761835

Publisher

SIAM

ISSN

0036-1429

Source

SIAM Journal on Numerical Analysis, 48 (2), 2010

Part of collection

Institutional Repository

Document type

journal article

Rights

(c) 2010 Cox, S.G.
Van Neerven, J.M.A.M.
SIAM