Convergence of tamed Euler schemes for a class of stochastic evolution equations
Tóm tắt
We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done by using the recently developed tamed Euler method, which employs a fully explicit time stepping, coupled with a Galerkin scheme for the spatial discretization.
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