2000 character limit reached
Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces (2211.08375v5)
Published 15 Nov 2022 in math.NA, cs.NA, and math.PR
Abstract: For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ Lp $-regularity estimate is established, and a sharp error estimate in the norm $ |\cdot|_{Lp((0,T)\times\Omega;Lq(\mathcal O))} $, $ p,q \in [2,\infty) $, is derived via a duality argument.
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