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dc.contributor.author
Doersek, Philipp
dc.contributor.author
Teichmann, Josef
dc.date.accessioned
2020-09-28T10:06:13Z
dc.date.available
2017-06-09T08:28:38Z
dc.date.available
2020-09-28T10:06:13Z
dc.date.issued
2010-11-11
dc.identifier.uri
http://hdl.handle.net/20.500.11850/27501
dc.description.abstract
We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in fact strongly continuous. This result applies to prove optimal rates of convergence of splitting schemes for stochastic (partial) differential equations with linearly growing characteristics and for sets of functions with controlled growth. Applications are general Da Prato-Zabczyk type equations and the HJM equations from interest rate theory.
en_US
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.title
A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations
en_US
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
1011.2651
en_US
ethz.size
32 p.
en_US
ethz.identifier.arxiv
1011.2651
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.date.deposited
2017-06-09T08:28:52Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d7accd9a54281
ethz.ecitpid
pub:46343
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-14T15:30:53Z
ethz.rosetta.lastUpdated
2021-02-15T17:37:14Z
ethz.rosetta.versionExported
true
ethz.COinS
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