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Zbl 1026.65005
Hausenblas, Erika
Numerical analysis of semilinear stochastic evolution equations in Banach spaces.
(English)
[J] J. Comput. Appl. Math. 147, No.2, 485-516 (2002). ISSN 0377-0427

The author considers the numerical approximation of solutions of stochastic partial differential equation $$du(t)= (Au(t)+ f(t, u(t))) dt+ \sum_j \sigma_j(t, u(t)) dw^j(t),$$ where $A$ is an infinitesimal generator of a $C_0$-semigroup.
[Grigori Milstein (Berlin)]
MSC 2000:
*65C30 Stochastic differential and integral equations
60H15 Stochastic partial differential equations
60H35 Computational methods for stochastic equations

Keywords: stochastic evolution equations; stochastic partial differential equations; stochastic delay equation; numerical approximation

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