Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations (Q1748584): Difference between revisions

Latest revision as of 10:25, 30 July 2024

scientific article

Language	Label	Description	Also known as
English	Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations	scientific article

Statements

instance of

scholarly article

0 references

title

Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations (English)

0 references

author

Yoshihito Kazashi

0 references

published in

Electronic Communications in Probability

0 references

publication date

11 May 2018

0 references

full work available at URL

https://arxiv.org/abs/1804.03355

0 references

https://projecteuclid.org/euclid.ecp/1524881137

0 references

zbMATH Keywords

multiplicative noise

0 references

non-uniform time discretisation

0 references

implicit Euler-Maruyama scheme

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q4327845

0 references

Conical stochastic maximal $L^p$-regularity for $1\leqslant p<\infty$

0 references

Well-posedness of the difference schemes of the high order of accuracy for elliptic equations

0 references

On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups

0 references

Maximal regularity of discrete and continuous time evolution equations

0 references

Q3668594

0 references

Stochastic Equations in Infinite Dimensions

0 references

Stochastic Differential Equations in Infinite Dimensions

0 references

Q3101969

0 references

Perturbation theory for linear operators.

0 references

Discrete maximal regularity for abstract Cauchy problems

0 references

Discrete maximal regularity and the finite element method for parabolic equations

0 references

A-Stable Time Discretizations Preserve Maximal Parabolic Regularity

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

0 references

Q4657003

0 references

Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations

0 references

Discrete maximal parabolic regularity for Galerkin finite element methods

0 references

Analytic semigroups and optimal regularity in parabolic problems

0 references

Random Fields on the Sphere

0 references

An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise

0 references

Lower bounds and nonuniform time discretization for approximation of stochastic heat equations

0 references

Dynamics of evolutionary equations

0 references

Maximal $L^p$-Regularity for Stochastic Evolution Equations

0 references

Stochastic maximal $L^{p}$-regularity

0 references

On the $R$-boundedness of stochastic convolution operators

0 references

Q4865590

0 references

Identifiers

zbMATH Open document ID

1390.60236

0 references

DOI

10.1214/18-ECP130

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1748584

@@ Property / arXiv ID @@
+.03355
@@ Property / arXiv ID: 1804.03355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4327845
@@ Property / cites work: Q4327845 / rank @@
+Normal rank
@@ Property / cites work @@
+Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
+Normal rank
@@ Property / cites work @@
+Well-posedness of the difference schemes of the high order of accuracy for elliptic equations
+Normal rank
@@ Property / cites work @@
+On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
+Normal rank
@@ Property / cites work @@
+Maximal regularity of discrete and continuous time evolution equations
+Normal rank
@@ Property / cites work @@
+Q3668594
@@ Property / cites work: Q3668594 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Q3101969
@@ Property / cites work: Q3101969 / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation theory for linear operators.
@@ Property / cites work: Perturbation theory for linear operators. / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete maximal regularity for abstract Cauchy problems
+Normal rank
@@ Property / cites work @@
+Discrete maximal regularity and the finite element method for parabolic equations
+Normal rank
@@ Property / cites work @@
+A-Stable Time Discretizations Preserve Maximal Parabolic Regularity
+Normal rank
@@ Property / cites work @@
+Strong and weak approximation of semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Q4657003
@@ Property / cites work: Q4657003 / rank @@
+Normal rank
@@ Property / cites work @@
+Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Discrete maximal parabolic regularity for Galerkin finite element methods
+Normal rank
@@ Property / cites work @@
+Analytic semigroups and optimal regularity in parabolic problems
+Normal rank
@@ Property / cites work @@
+Random Fields on the Sphere
@@ Property / cites work: Random Fields on the Sphere / rank @@
+Normal rank
@@ Property / cites work @@
+An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
+Normal rank
@@ Property / cites work @@
+Dynamics of evolutionary equations
@@ Property / cites work: Dynamics of evolutionary equations / rank @@
+Normal rank
@@ Property / cites work @@
+Maximal $L^p$-Regularity for Stochastic Evolution Equations
+Normal rank
@@ Property / cites work @@
+Stochastic maximal \(L^{p}\)-regularity
@@ Property / cites work: Stochastic maximal \(L^{p}\)-regularity / rank @@
+Normal rank
@@ Property / cites work @@
+On the \(R\)-boundedness of stochastic convolution operators
+Normal rank
@@ Property / cites work @@
+Q4865590
@@ Property / cites work: Q4865590 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962780933
@@ Property / OpenAlex ID: W2962780933 / rank @@
+Normal rank