Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis of semilinear stochastic evolution equations in Banach spaces |
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Numerical analysis of semilinear stochastic evolution equations in Banach spaces (English)
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23 February 2003
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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.
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stochastic evolution equations
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stochastic partial differential equations
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stochastic delay equation
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numerical approximation
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