Fractional stochastic Burgers-Type Equation in Hölder space -wellposedness and approximations-

Abstract

In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a Hölder space. We get the temporal regularity and using a combination of Galerkin and exponential-Euler methods, we obtain a fully discretization scheme of the solution. Moreover, we calculate the rates of convergence for both approximations (Galerkin and fully discretization) with respect to time and to space.