Convergence of the Euler scheme for stochastic functional partial differential equations (Q1883553)
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| Language | Label | Description | Also known as |
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| English | Convergence of the Euler scheme for stochastic functional partial differential equations |
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Convergence of the Euler scheme for stochastic functional partial differential equations (English)
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13 October 2004
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The authors consider the discrete time approximation of stochastic partial differential equations. In particular, Euler type approximations are studied under some strong convergence criterion. The usual strong order of one half has been established under relatively general conditions, which make the result applicable in various areas in practice.
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stochastic partial differential equation
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linear growth condition
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Euler approximation
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Lyapunov function
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convergence
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