Seminar series
Date
Mon, 14 May 2012
Time
15:45 -
16:45
Location
Oxford-Man Institute
Speaker
JAN VAN NEERVAN
Organisation
Delft University of Technology
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.