Geodesic
Approximation schemes for stochastic differential equations in Hilbert space
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 476-495 Cet article a éte moissonné depuis la source Math-Net.Ru

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For solutions of Itô–Volterra equations and semilinear evolution-type equations we consider approximations via the Milstein scheme, approximations by finite-dimensional processes, and approximations by solutions of stochastic differential equations (SDEs) with bounded coefficients. We prove mean-square convergence for finite-dimensional approximations and establish results on the rate of mean-square convergence for two remaining types of approximation.
Keywords: stochastic differential equations in Hilbert space, discrete-time approximations, Milstein scheme
Mots-clés : Itô–Volterra type equation. 
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Yu. S. Mishura; G. M. Shevchenko. Approximation schemes for stochastic differential equations in Hilbert space. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 476-495. http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a2/

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