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

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scientific article

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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

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title

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

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author

Yoshihito Kazashi

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published in

Electronic Communications in Probability

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publication date

11 May 2018

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full work available at URL

https://arxiv.org/abs/1804.03355

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

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zbMATH Keywords

multiplicative noise

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non-uniform time discretisation

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implicit Euler-Maruyama scheme

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MaRDI profile type

MaRDI publication profile

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cites work

Q4327845

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

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

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

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Maximal regularity of discrete and continuous time evolution equations

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Q3668594

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Stochastic Equations in Infinite Dimensions

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Stochastic Differential Equations in Infinite Dimensions

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Q3101969

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Perturbation theory for linear operators.

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Discrete maximal regularity for abstract Cauchy problems

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Discrete maximal regularity and the finite element method for parabolic equations

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A-Stable Time Discretizations Preserve Maximal Parabolic Regularity

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Strong and weak approximation of semilinear stochastic evolution equations

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Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

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Q4657003

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

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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

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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

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Q4865590

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Identifiers

zbMATH Open document ID

1390.60236

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DOI

10.1214/18-ECP130

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
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+Well-posedness of the difference schemes of the high order of accuracy for elliptic equations
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@@ Property / cites work @@
+On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
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+Maximal regularity of discrete and continuous time evolution equations
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+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
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