






















In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong convergence rates for this approximation method in the case of semilinear stochastic evolution equations with globally monotone coefficients. Our strong convergence result, in particular, applies to a class of stochastic reaction-diffusion partial differential equations.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。