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Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schr\'odinger and linearized stochastic Korteweg-de Vries equations

Authors :
Marvin Müller
Philipp Harms
Source :
Zeitschrift für angewandte Mathematik und Physik, 70 (1)
Publication Year :
2017

Abstract

We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM, stochastic Schr\"odinger and linearized stochastic Korteweg-de Vries equation. For several important equations, including the stochastic wave equation, previous methods give only suboptimal rates, whereas our rates are essentially sharp.<br />Comment: 26 pages, minor revision

Details

Language :
English
Database :
OpenAIRE
Journal :
Zeitschrift für angewandte Mathematik und Physik, 70 (1)
Accession number :
edsair.doi.dedup.....a6646e07d396b815252bfea1eda68fba