Show simple item record

dc.contributor.author
Cox, Sonja
dc.contributor.author
Jentzen, Arnulf
dc.contributor.author
Kurniawan, Ryan
dc.contributor.author
Pusnik, Primoz
dc.date.accessioned
2017-06-12T18:28:03Z
dc.date.available
2017-06-12T18:28:03Z
dc.date.issued
2016-12
dc.identifier.uri
http://hdl.handle.net/20.500.11850/126325
dc.description.abstract
The mild Itô formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., & Röckner, M., A mild Itô formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans. Amer. Math. Soc.] has turned out to be a useful instrument to study solutions and numerical approximations of stochastic partial differential equations (SPDEs) which are formulated as stochastic evolution equations (SEEs) on Hilbert spaces. In this article we generalize this mild Itˆo formula so that it is applicable to solutions and numerical approximations of SPDEs which are formulated as SEEs on UMD (unconditional martingale differences) Banach spaces. This generalization is especially useful for proving essentially sharp weak convergence rates for numerical approximations of SPDEs.
dc.language.iso
en
dc.publisher
Seminar für Angewandte Mathematik, ETH
dc.title
On the mild Itô formula in Banach spaces
dc.type
Report
ethz.journal.title
Research Report
ethz.journal.volume
2016-55
ethz.size
28 p.
ethz.notes
.
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)
ethz.date.deposited
2017-06-12T18:28:30Z
ethz.source
ECIT
ethz.identifier.importid
imp5936551e3042087725
ethz.ecitpid
pub:189044
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T14:57:05Z
ethz.rosetta.lastUpdated
2020-02-14T17:50:07Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=On%20the%20mild%20It%C3%B4%20formula%20in%20Banach%20spaces&rft.jtitle=Research%20Report&rft.date=2016-12&rft.volume=2016-55&rft.au=Cox,%20Sonja&Jentzen,%20Arnulf&Kurniawan,%20Ryan&Pusnik,%20Primoz&rft.genre=report&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record