Pathwise Holder convergence of the implicit Euler scheme for semi-linear SPDEs with multiplicative noise

Monday 14th May 2012 – 15:45 to 16:45

Speaker(s): Jan Van Neerven (TUDelft)

Pathwise Holder convergence with optimal rates is proved for the implicit Euler scheme associated with semilinear stochastic evolution equations with multiplicative noise. The results are applied to a class of second order parabolic SPDEs driven by space-time white noise.

This is joint work with Sonja Cox.

Part of the Stochastic Analysis Seminar Series