Donsker-type theorem for BSDEs.
Briand, Philippe, Delyon, Bernard, Mémin, Jean (2001)
Electronic Communications in Probability [electronic only]
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Briand, Philippe, Delyon, Bernard, Mémin, Jean (2001)
Electronic Communications in Probability [electronic only]
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Jacques Printems (2001)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker...
Flandoli, Franco, Romito, Marco (2001)
Electronic Journal of Probability [electronic only]
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Capiński, Marek, Cutland, Nigel J. (1998)
Electronic Journal of Probability [electronic only]
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Deugoue, Gabriel, Sango, Mamadou (2010)
Boundary Value Problems [electronic only]
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Breckner, Hannelore (2000)
Journal of Applied Mathematics and Stochastic Analysis
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Yoo, Hyek (1998)
Electronic Journal of Probability [electronic only]
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Kolkovska, Ekaterina T. (2003)
International Journal of Mathematics and Mathematical Sciences
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Fan, Shengjun, Song, Xing, Ma, Ming (2009)
International Journal of Mathematics and Mathematical Sciences
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Dalibor Pražák, Josef Žabenský (2013)
Open Mathematics
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We consider the so-called Ladyzhenskaya model of incompressible fluid, with an additional artificial smoothing term ɛΔ3. We establish the global existence, uniqueness, and regularity of solutions. Finally, we show that there exists an exponential attractor, whose dimension we estimate in terms of the relevant physical quantities, independently of ɛ > 0.