New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts

DOI10.3934/cpaa.2019018zbMath1401.60120OpenAlexW2885665240MaRDI QIDQ1615706

Xing Huang, Chenggui Yuan, Jianhai Bao

Publication date: 31 October 2018

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2019018

zbMATH Keywords

Hölder continuitySobolev normmild solutionstochastic reaction-diffusionexponential integrator schemeZvonkin's transform

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme

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