Open AccessMathematics
DOI: 10.1007/s40072-015-0057-7

Abstract

We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done by using the recently developed tamed Euler method, which employs a fully explicit time stepping, coupled with a Galerkin scheme for the spatial discretization.

Citation format

GYÖNGY, I.; SABANIS, S.; ŠIŠKA, D. Convergence of tamed euler schemes for a class of stochastic evolution equations [preprint]. arXiv, 2014. arXiv:1407.7107.