Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems (Q3084195): Difference between revisions

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Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems
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    Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems (English)
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    15 March 2011
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    splitting scheme
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    stochastic evolution equations
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    analytic semigroups
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    stochastic convolutions
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    Lie-Trotter product formula
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    linear stochastic Cauchy problem
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    \(C_{0}\)-semigroup
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    Banach space
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    Brownian motion
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    convergence
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