On the $l_p$ stability estimates for stochastic and deterministic difference equations and their application to SPDEs and PDEs

Abstract

In this paper we develop the $l_p$-theory of space-time stochastic difference equations which can be considered as a discrete counterpart of N.V. Krylov's $L_p$-theory of stochastic partial differential equations. We also prove a Calderon-Zygmund type estimate for deterministic parabolic finite difference schemes with variable coefficients under relaxed assumptions on the coefficients, the initial data and the forcing term.

References in corpus (1)

• Accelerated spatial approximations for time discretized stochastic partial differential equations