Rate of convergence of implicit approximations for stochastic evolution equations

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

Volumn , Issue , 2007, Pages 281-310

  Gyöng, István ^a   Millet, Annie ^a,b,c  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85115914915     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812770639_0011     Document Type: Chapter

References (11)

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3. B. L. Rozovskiĭ, Stochastic evolution systems. vol. 35, Mathematics and its Applications (Soviet Series), (Kluwer Academic Publishers Group, Dordrecht, 1990). ISBN 0-7923-0037-8. Linear theory and applications to nonlinear filtering, Translated from the Russian by A. Yarkho.
4. I. Gyöngy and A. Millet, On discretization schemes for stochastic evolution equations, Potential Anal. 23(2), 99-134, (2005). ISSN 0926-2601.
5. N. V. Krylov, On Lp -theory of stochastic partial differential equations in the whole space, SIAM J. Math. Anal. 27(2), 313-340, (1996). ISSN 0036-1410.
6. C. Cardon-Weber, Cahn-Hilliard stochastic equation: existence of the solution and of its density, Bernoulli. 7(5), 777-816, (2001). ISSN 1350-7265.
7. N. V. Krylov and B. L. Rozovskiĭ, Conditional distributions of diffusion processes, Izv. Akad. Nauk SSSR Ser. Mat. 42(2), 356-378, 470, (1978). ISSN 0373-2436.
8. É. Pardoux. Filtrage non linéaire et équations aux dérivées partielles stochastiques associées. In École d’Été de Probabilités de Saint-Flour XIX-1989, vol. 1464, Lecture Notes in Math., pp. 67-163. Springer, Berlin, (1991).
9. E. Pardoux, Stochastic partial differential equations and filtering of diffusion processes, Stochastics. 3(2), 127-167, (1979). ISSN 0090-9491.
10. N. V. Krylov and B. L. Rozovskiĭ, The Cauchy problem for linear stochastic partial differential equations, Izv. Akad. Nauk SSSR Ser. Mat. 41(6), 1329-1347, 1448, (1977). ISSN 0373-2436.
11. I. Gyöngy and N. V. Krylov, On stochastics equations with respect to semimartingales. II. Itô formula in Banach spaces, Stochastics. 6(3-4), 153-173, (1981/82). ISSN 0090-9491.