Mathematics > Probability
[Submitted on 12 Dec 2018]
Title:Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
View PDFAbstract:In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform Hölder continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical approximations of infinite dimensional stochastic convolution processes. The considered approximations involve specific taming and truncation terms and are therefore well suited to be used in the context of SPDEs with non-globally Lipschitz continuous nonlinearities.
References & Citations
Bookmark
Bibliographic and Citation Tools
Bibliographic Explorer (What is the Explorer?)
Connected Papers (What is Connected Papers?)
Litmaps (What is Litmaps?)
scite Smart Citations (What are Smart Citations?)
Code, Data and Media Associated with this Article
alphaXiv (What is alphaXiv?)
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub (What is DagsHub?)
Gotit.pub (What is GotitPub?)
Hugging Face (What is Huggingface?)
Papers with Code (What is Papers with Code?)
ScienceCast (What is ScienceCast?)
Demos
Recommenders and Search Tools
Influence Flower (What are Influence Flowers?)
CORE Recommender (What is CORE?)
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.