Pathwise uniform convergence of time discretization schemes for SPDEs

Journal article (2024)

Authors

Katharina Klioba Hamburg University of Technology
Mark Veraar Analysis - EEMCS
Research Group
Analysis (EEMCS) (TU Delft)
More Info
expand_more

Published Date

2024

Language

English

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Analysis

Abstract

In this paper we prove convergence rates for time discretization schemes for semilinear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator is the generator of a strongly continuous semigroup on a Hilbert space ⁠, and the focus is on nonparabolic problems. The main results are optimal bounds for the uniform strong error...