On the mild Itô formula in Banach spaces
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Publication:1634873
DOI10.3934/DCDSB.2018232zbMATH Open1402.60067arXiv1612.03210OpenAlexW2561699759MaRDI QIDQ1634873FDOQ1634873
Authors: Sonja Cox, Arnulf Jentzen, Ryan Kurniawan, Primož Pušnik 
Publication date: 18 December 2018
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Abstract: The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., & R"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans. Amer. Math. Soc.] has turned out to be a useful instrument to study solutions and numerical approximations of stochastic partial differential equations (SPDEs) which are formulated as stochastic evolution equations (SEEs) on Hilbert spaces. In this article we generalize this mild It^o formula so that it is applicable to solutions and numerical approximations of SPDEs which are formulated as SEEs on UMD (unconditional martingale differences) Banach spaces. This generalization is especially useful for proving essentially sharp weak convergence rates for numerical approximations of SPDEs.
Full work available at URL: https://arxiv.org/abs/1612.03210
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Cited In (12)
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- Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
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- The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods
- Existence and synchronization of coupled stochastic infinite-dimensional systems via aperiodically intermittent control
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