2024
DOI: 10.1007/s00028-024-00975-6
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Temporal approximation of stochastic evolution equations with irregular nonlinearities

Katharina Klioba,
Mark Veraar

Abstract: In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on 2-smooth Banach spaces X. The leading operator A is assumed to generate a strongly continuous semigroup S on X, and the focus is on non-parabolic problems. The main result concerns convergence of the uniform strong error$$\begin{aligned} \textrm{E}_{k}^{\infty } {:}{=}\Big (\mathbb… Show more

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