Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations

DOI10.1214/18-ECP130zbMath1390.60236arXiv1804.03355OpenAlexW2962780933MaRDI QIDQ1748584

Yoshihito Kazashi

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.03355

zbMATH Keywords

multiplicative noiseimplicit Euler-Maruyama schemenon-uniform time discretisation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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