Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425)

From MaRDI portal





scientific article; zbMATH DE number 1872869
Language Label Description Also known as
English
Numerical analysis of semilinear stochastic evolution equations in Banach spaces
scientific article; zbMATH DE number 1872869

    Statements

    Numerical analysis of semilinear stochastic evolution equations in Banach spaces (English)
    0 references
    0 references
    23 February 2003
    0 references
    The author considers the numerical approximation of solutions of stochastic partial differential equation \[ du(t)= (Au(t)+ f(t, u(t))) dt+ \sum_j \sigma_j(t, u(t)) dw^j(t), \] where \(A\) is an infinitesimal generator of a \(C_0\)-semigroup.
    0 references
    stochastic evolution equations
    0 references
    stochastic partial differential equations
    0 references
    stochastic delay equation
    0 references
    numerical approximation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers