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...
Original language | English |
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Number of pages | 72 |
Journal | IMA Journal of Numerical Analysis |
DOIs | |
Publication status | Published - 2024 |
Keywords
- time discretization schemes
- pathwise uniform convergence
- SPDEs
- optimal convergence rates
- stochastic convolutions
- stochastic wave equation