Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes (Q2376859): Difference between revisions

The paper is a sequel to the paper of the authors [BIT 52, No. 1, 85--108 (2012; Zbl 1242.65010)], where an abstract stochastic Cauchy problem in a Hilbert space is considered and the derived there error formula is concerned with spatial semidiscretization by finite elements. Here the authors derive an analogous error formula which holds for a much wider class of approximation including both spatial and temporal approximations. The obtained formula is applied to analyze fully discrete schemes for stochastic evolution equations of hyperbolic and parabolic type.