Convergence rate of strong approximations of compound random maps, application to SPDEs

DOI10.3934/dcdsb.2018171zbMath1403.60054OpenAlexW2806687947WikidataQ129585462 ScholiaQ129585462MaRDI QIDQ1756890

Emmanuel Gobet, Mohamed Mrad

Publication date: 27 December 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018171

zbMATH Keywords

strong approximationstochastic flowEuler schemeSPDEGarsia-Rodemich-Rumsey lemma

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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