Numerical Approximation of Parabolic Stochastic Partial Differential Equations

The topic of the talk were the time approximation of quasi linear stochastic partial differential equations of parabolic type. The framework were in the setting of stochastic evolution equations. An error bounds for the implicit Euler scheme was given and the stability of the scheme were considered.

• Type: Conference
• Year: 2004
• Where: DAGSTUHL
• Authors: Erika Hausenblas
• Keywords: DAGSTUHL 2004, DAGSTUHL 2007, Implicit Euler Scheme, Parabolic Type, Stochastic Evolution Equations