\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs
DOI10.1007/s10543-022-00923-1OpenAlexW3123925545MaRDI QIDQ2100550
Publication date: 22 November 2022
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.10022
backward Euler schemestochastic Allen-Cahn equation\(L^p(\Omega)\)-convergence ratemonotone SODEsmonotone SPDEs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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