On the discretization in time of parabolic stochastic partial differential equations (Q5890474)
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scientific article; zbMATH DE number 1721524
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| English | On the discretization in time of parabolic stochastic partial differential equations |
scientific article; zbMATH DE number 1721524 |
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On the discretization in time of parabolic stochastic partial differential equations (English)
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20 March 2002
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stochastic partial differential equation
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semi-discretization
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Euler scheme
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The paper considers time discrete approximations of parabolic stochastic partial differential equations. A semi-discretization in time, using an implicit Euler scheme, is applied. Locally Lipschitz coefficients are treated with an emphasis on the Burgers equation. A notion of order in probability is introduced for convergence.
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0.8483937978744507
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0.8480585217475891
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0.8090444803237915
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0.8038191199302673
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0.7877098321914673
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