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The Lax–Mizohata Theorem for Kirchhoff-Type Equations

✍ Scribed by Karen Yagdjian

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
230 KB
Volume
171
Category
Article
ISSN
0022-0396

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A Lax equivalence theorem for stochastic
A Lax equivalence theorem for stochastic differential equations
✍ Annika Lang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 334 KB

In this paper, a stochastic mean square version of Lax's equivalence theorem for Hilbert space valued stochastic differential equations with additive and multiplicative noise is proved. Definitions for consistency, stability, and convergence in mean square of an approximation of a stochastic differe