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On discretization schemes for stochastic evolution equations

Istvan Gyöngy·Annie Millet
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Abstract

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

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Istvan Gyöngy, Annie Millet. 2006-11-03. On discretization schemes for stochastic evolution equations. https://doi.org/10.1007/s11118-004-5393-6

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