On the l_p stability estimates for stochastic and deterministic difference equations and their application to SPDEs and PDEs

10/30/2019 ∙ by Timur Yastrzhembskiy, et al. ∙ 0 ∙ share

In this paper we develop the l_p-theory of space-time stochastic difference equations which can be considered as a discrete counterpart of N.V. Krylov's L_p-theory of stochastic partial differential equations. We also prove a Calderon-Zygmund type estimate for deterministic parabolic finite difference schemes with variable coefficients under relaxed assumptions on the coefficients, the initial data and the forcing term.

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Wong-Zakai approximations with convergence rate for stochastic partial differential equations

The goal of this paper is to prove a convergence rate for Wong-Zakai app...
07/14/2019 ∙ by Toshiyuki Nakayama, et al. ∙ 0 ∙ share

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Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

We investigate the quality of space approximation of a class of stochast...
02/15/2021 ∙ by Erika Hausenblas, et al. ∙ 0 ∙ share

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Stochastic partial differential equations arising in self-organized criticality

Scaling limits for the weakly driven Zhang and the Bak-Tang-Wiesenfeld (...
04/27/2021 ∙ by Ľubomír Baňas, et al. ∙ 0 ∙ share

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The Leray-Gårding method for finite difference schemes. II. Smooth crossing modes

In [Cou15] a multiplier technique, going back to Leray and Gårding for s...
09/23/2020 ∙ by Jean-François Coulombel, et al. ∙ 0 ∙ share

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A stochastic θ-SEIHRD model: adding randomness to the COVID-19 spread

In this article we mainly extend the deterministic model developed in [1...
10/29/2020 ∙ by Álvaro Leitao, et al. ∙ 0 ∙ share

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Gramian-based model reduction for unstable stochastic systems

This paper considers large-scale linear stochastic systems representing,...
09/21/2021 ∙ by Martin Redmann, et al. ∙ 0 ∙ share

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A generalized Avikainen's estimate and its applications

Avikainen provided a sharp upper bound of the difference E[|g(X)-g(X)|^q...
01/16/2020 ∙ by Dai Taguchi, et al. ∙ 0 ∙ share

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On the l_p stability estimates for stochastic and deterministic difference equations and their application to SPDEs and PDEs

Authors

Wong-Zakai approximations with convergence rate for stochastic partial differential equations

Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

Stochastic partial differential equations arising in self-organized criticality

The Leray-Gårding method for finite difference schemes. II. Smooth crossing modes

A stochastic θ-SEIHRD model: adding randomness to the COVID-19 spread

Gramian-based model reduction for unstable stochastic systems

A generalized Avikainen's estimate and its applications

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