Top-level heading

Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica, Sapienza Università di Roma

Speaker
Mark Veraar (Delft University of Technology)
In this talk, I will present some recent results on convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator A is the generator of a strongly continuous semigroup S on a Hilbert space X, and the focus is on non-parabolic problems. The talk is based on joint work with Katharina Klioba, published in 2025.
Contatti/Organizzatori
antonio.agresti@uniroma1.it