Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866910690547073024 |
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| author | Li, Binjie Xie, Xiaoping |
| author_facet | Li, Binjie Xie, Xiaoping |
| contents | For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\timesΩ;L^q(\mathcal O))} $, $ p,q \in [2,\infty) $, is derived via a duality argument. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_08375 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces Li, Binjie Xie, Xiaoping Numerical Analysis Probability 60H35, 35R60, 60H15 60H35, 35R60, 60H15 For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\timesΩ;L^q(\mathcal O))} $, $ p,q \in [2,\infty) $, is derived via a duality argument. |
| title | Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces |
| topic | Numerical Analysis Probability 60H35, 35R60, 60H15 60H35, 35R60, 60H15 |
| url | https://arxiv.org/abs/2211.08375 |