On the splitting method for some complex-valued quasilinear equations

Abstract

Using the approach of the splitting method developed by I. Gyöngy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schrödinger equations

References in corpus (1)

• On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

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