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Journal Articles Potential Analysis Year : 2005

On discretization schemes for stochastic evolution equations

Abstract

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.
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Dates and versions

hal-00111078 , version 1 (03-11-2006)

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Istvan Gyöngy, Annie Millet. On discretization schemes for stochastic evolution equations. Potential Analysis, 2005, 23, pp.99-134. ⟨10.1007/s11118-004-5393-6⟩. ⟨hal-00111078⟩
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