Research output: Chapter in Book/Report/Conference proceeding › Chapter

- http://arxiv.org/abs/1101.2315
- http://www.springer.com/mathematics/probability/book/978-3-642-29981-0

Title of host publication | Stochastic Analysis and Related Topics |
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Date | Published - 31 Aug 2012 |

Pages | 57-90 |

Publisher | Springer Berlin / Heidelberg |

Editors | Laurent Decreusefond, Jamal Najim |

Volume | 22 |

Original language | English |

ISBN (Electronic) | 978-3-642-29982-7 |

ISBN (Print) | 978-3-642-29981-0 |

Name | Springer Proceedings in Mathematics & Statistics |
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Publisher | Springer |

Volume | 22 |

ISSN (Print) | 2194-1009 |

ISSN (Electronic) | 2194-1017 |

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

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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