Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space
zbMATH Open1097.60055MaRDI QIDQ5488437FDOQ5488437
Authors: G. M. Shevchenko 
Publication date: 19 September 2006
Full work available at URL: http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00625-3/home.html
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Cited In (9)
- The Euler scheme for Hilbert space valued stochastic differential equations
- Rate of convergence of space time approximations for stochastic evolution equations
- Convergence with rates for a time-discretization of the Stochastic Landau-Lifschitz-Gilbert equation
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
- Convergence of discretized stochastic (interest rate) processes with stochastic drift term
- An axiomatic approach to numerical approximations of stochastic processes
- On the convergence of global rational approximants for stochastic discrete event systems
- Approximation Schemes for Stochastic Differential Equations in Hilbert Space
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