Author： Ashyralyev A.
Publisher： Taylor & Francis Ltd
ISSN： 0163-0563
Source： Numerical Functional Analysis and Optimization, Vol.29, Iss.3-4, 2008-03, pp. : 268-282
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Abstract
We consider the modified Crank-Nicholson difference schemes for the approximate solution of the initial value Cauchy problem for stochastic parabolic equation [image omitted] in a Hilbert space H with the self-adjoint positive definite operator A. Here: (1) wt is a standard Wiener process given on the probability space (Ω,F,P). (2) f(t) is an element of space [image omitted] that consists of H1-value processes for which the condition [image omitted] is satisfied. The estimate of convergence for the solution of these difference schemes is obtained.
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