$$L^p$$-convergence rate of backward Euler schemes for monotone SDEs
نویسندگان
چکیده
We give a unified method to derive the strong convergence rate of backward Euler scheme for monotone SDEs in $L^p(\Omega)$-norm, with general $p \ge 4$. The results are applied SODEs polynomial growth coefficients. also generalize argument Galerkin-based SPDEs coefficients driven by multiplicative trace-class noise.
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ژورنال
عنوان ژورنال: Bit Numerical Mathematics
سال: 2022
ISSN: ['0006-3835', '1572-9125']
DOI: https://doi.org/10.1007/s10543-022-00923-1