Pathwise uniform convergence of time discretization schemes for SPDEs
Katharina Klioba (TU Delft - Analysis, Hamburg University of Technology)
M.C. Veraar (TU Delft - Analysis)
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Abstract
In this paper we prove convergence rates for time discretization schemes for semilinear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator is the generator of a strongly continuous semigroup on a Hilbert space , and the focus is on nonparabolic problems. The main results are optimal bounds for the uniform strong error...
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