论文标题

具有乘法噪声的随机汉堡方程的全discrete近似值的强收敛速率

Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise

论文作者

Hutzenthaler, Martin, Link, Robert

论文摘要

在本文中,我们在整个概率空间上建立了强大的收敛速率,用于具有乘法性柔性级别噪声的随机汉堡方程的明确全差异近似值。我们证明的关键步骤是建立数值近似值的统一指数力矩估计。

In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish uniform exponential moment estimates for the numerical approximations.

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