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arXiv · 2210.17536

Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise

Martin Hutzenthaler·Robert Link
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Abstract

In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish uniform exponential moment estimates for the numerical approximations.

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Martin Hutzenthaler, Robert Link. 2022-10-31. Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise. https://arxiv.org/abs/2210.17536

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