On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations

Zdzislaw Brzezniak, Annie Millet

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schr\"odinger equations
Original languageEnglish
Title of host publicationStochastic Analysis and Related Topics
Subtitle of host publicationIn Honour of Ali Süleyman Üstünel, Paris, June 2010
Place of PublicationHeidelberg
Pages57-90
Volume22
Edition1
ISBN (Electronic)978-3-642-29982-7
DOIs
Publication statusPublished - 31 Aug 2012

Publication series

NameSpringer Proceedings in Mathematics and Statistics

Bibliographical note

9th Workshop on Stochastic Analysis and Related Topics (in Honour of Ali Süleyman Üstünel, Paris June 2010), Springer Proceedings in Mathematics and Statistics, Vol. 22, August 2012,

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