Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis of semilinear stochastic evolution equations in Banach spaces |
scientific article |
Statements
Numerical analysis of semilinear stochastic evolution equations in Banach spaces (English)
0 references
23 February 2003
0 references
The author considers the numerical approximation of solutions of stochastic partial differential equation \[ du(t)= (Au(t)+ f(t, u(t))) dt+ \sum_j \sigma_j(t, u(t)) dw^j(t), \] where \(A\) is an infinitesimal generator of a \(C_0\)-semigroup.
0 references
stochastic evolution equations
0 references
stochastic partial differential equations
0 references
stochastic delay equation
0 references
numerical approximation
0 references
