Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations

Title
Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
Authors
Keywords
Parabolic SPDEs, Infinite dimensional fractional Brownian motion, Sharp regularity results, Strong approximation, Optimal convergence rates, 60H35, 60H15, 65C30
Journal
BIT NUMERICAL MATHEMATICS
Volume 57, Issue 2, Pages 557-585
Publisher
Springer Nature
Online
2016-12-19
DOI
10.1007/s10543-016-0639-4

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