Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

On discretization schemes for stochastic evolution equations

Auteur(s):

Code(s) de Classification MSC:

Résumé: Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Mots Clés: Stochastic evolution equations ; Monotone operators ; coercivity ; finite elements

Date: 2004-01-28

Prépublication numéro: PMA-878