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On pathwise stochastic integration

โœ Scribed by Rajeeva L. Karandikar


Book ID
107950472
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
296 KB
Volume
57
Category
Article
ISSN
0304-4149

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We present an error analysis for the pathwise approximation of a general semilinear stochastic evolution equation in d dimensions. We discretise in space by a Galerkin method and in time by using a stochastic exponential integrator. We show that for spatially regular (smooth) noise the number of nod