Electronic Communications in Probability

An approximation scheme of stochastic Stokes equations

Hanbing Liu and Juan Yang

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This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the error is estimated. <br />

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Electron. Commun. Probab., Volume 18 (2013), paper no. 21, 10 pp.

Accepted: 22 March 2013
First available in Project Euclid: 7 June 2016

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Liu, Hanbing; Yang, Juan. An approximation scheme of stochastic Stokes equations. Electron. Commun. Probab. 18 (2013), paper no. 21, 10 pp. doi:10.1214/ECP.v18-2374. https://projecteuclid.org/euclid.ecp/1465315560

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