Abstract
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rates of convergence of various numerical approximations are estimated under strong monotonicity and Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.
Original language | English |
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Pages (from-to) | 29-64 |
Number of pages | 36 |
Journal | Potential analysis |
Volume | 30 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 2009 |