Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces
Binjie LiXiaoping Xie
所有作者
Binjie LiXiaoping Xie
文献摘要
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 ∥⋅∥Lp((0,T)×Ω;Lq(O)), p,q∈[2,∞), is derived via a duality argument.