Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces

11/15/2022

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by   Binjie Li, et al.

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For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal L^p-regularity estimate is established, and a sharp error estimate in the norm ·_L^p((0,T)×Ω;L^q(𝒪)), p,q ∈ [2,∞), is derived via a duality argument.