Rate of Convergence of Space Time Approximations for Stochastic Evolution Equations

István Gyöngy1, Annie Millet2,3,4,5
1School of Mathematics - University of Edinburgh (University of Edinburgh Edinburgh EH9 3JZ, UK - United Kingdom)
2CES - Centre d'économie de la Sorbonne (Maison des Sciences Économiques - 106-112 Boulevard de l'Hôpital - 75647 Paris Cedex 13 - France)
3SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (UR4543 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) Centre Pierre Mendès France 90 Rue de Tolbiac - 75634 Paris Cedex 13 - France)
4SAMOS - Statistique Appliquée et MOdélisation Stochastique (Centre Pierre Mendès France 90 Rue de Tolbiac - 75634 Paris Cedex 13 - France)
5LPMA - Laboratoire de Probabilités et Modèles Aléatoires (France)

Tóm tắt

Từ khóa


Tài liệu tham khảo

Ciarlet, P.: The Finite Element Method for Elliptic Problems. Studies in Mathematics and its Applications, vol. 4. North Holland, Amsterdam (1978)

Cohen, A.: Numerical Analysis of Wavelet Methods. Studies in Mathematics and its Applications, vol. 32. Elsevier, Amsterdam (2003)

Gyöngy, I., Krylov, N.V.: On stochastic equations with respect to semi-martingales II, Ito formula in Banach spaces. Stochastics 6, 153–173 (1982)

Gyöngy, I.: On stochastic equations with respect to semimartingales III. Stochastics 7, 231–254 (1982)

Gyöngy, I.: Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise II. Potential Anal. 11, 1–37 (1999)

Gyöngy, I., Martinez, T.: Solutions of partial differential equations as extremals of convex functionals. Acta Math. Hungar. 109, 127–145 (2005)

Gyöngy, I., Millet, A.: On discretization schemes for stochastic evolution equations. Potential Anal. 23, 99–134 (2005)

Gyöngy, I., Millet, A.: Rate of convergence of implicit approximations for stochastic evolution equations. In: Baxendale, P., Lototsky, S. (eds.) Stochastic Differential Equations: Theory and Applications (A volume in honor of Boris L. Rosovskii), vol. 2, pp. 281–310. World Scientific Interdisciplinary Mathematical Sciences. World Scientific, Singapore (2007)

Krylov, N.V., Rosovskii, B.L.: On Cauchy problem for linear stochastic partial differential equations. Math. USSR Izvestija 11(4), 1267–1284 (1977)

Krylov, N.V., Rosovskii, B.L.: Stochastic evolution equations. J. Sov. Math. 16, 1233–1277 (1981)

Lions, J.L.: Quelques méthodes de résolution des problèmes aux limites non linéaires. Études Mathématiques. Dunod Gauthiers-Villars (1969)

Mueller-Gronbach, T., Ritter, K.: An Implicit Euler Scheme with Non-uniform Time Discretization for Heat Equations with Multiplicative Noise (2006). arXiv math.PR/0604600

Pardoux, E.: Équations aux dérivées partielles stochastiques nonlinéares monotones. Étude de solutions fortes de type Itô, Thèse Doct. Sci. Math. Univ. Paris Sud (1975)

Pardoux, E.: Stochastic partial differential equations and filtering of diffusion processes. Stochastics 3–2, 127–167 (1979)

Pardoux, E.: Filtrage non linéaire et équations aux derivées partielles stochastiques associées. In: École d’été de Probabilités de Saint-Flour 1989. Lecture Notes in Math., vol. 1464, pp. 67–163. Springer, New York (1981)

Rozovskii, B.: Stochastic Evolution Systems. Linear Theory and Applications to Nonlinear Filtering. Kluwer, Dordrecht (1990)

Yan, Y.B.: Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise. Numer. Math. 44, 829–847 (2004)

Yoo, H.: An analytic approach to stochastic partial differential equations and its applications. Thesis, University of Minnesota (1998)