On discretization schemes for stochastic evolution equations


Let V →֒ H →֒ V ∗ be a normal triple of spaces with dense and continuous embeddings, where V is a reflexive Banach space, H is a Hilbert space, identified with its dual by means of the inner product in H , and V ∗ is the dual of V . Let W = (Wt)t≥0 be an r-dimensional Brownian motion carried by a stochastic basis (Ω,F , (Ft)t≥0, P ). In this paper, we study… (More)


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