DC MetaData pour: On discretization schemes for stochastic evolution equations


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):

I. GYÖNGY

A. MILLET

Code(s) de Classification MSC:

60H15 Stochastic partial differential equations [See also 35R60]
65M60 Finite elements, Rayleigh-Ritz and Galerkin methods, finite methods

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