Here we consider stochastic di erential equations whose solutions take values in a Hilbert space. The Euler Scheme for approximating these solutions is used, and the global error is estimated. In addition, solutions are approximated by means of a process which takes values in a ΓΏnite-dimensional sub
β¦ LIBER β¦
Approximation Schemes for Stochastic Differential Equations in Hilbert Space
β Scribed by Mishura, Yu. S.; Shevchenko$^{\dag}$, G. M.
- Book ID
- 118219830
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2007
- Tongue
- English
- Weight
- 199 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0040-585X
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