On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions

The paper studies semilinear stochastic evolution equations in a real Hilbert space. The main goal is to consider the Trotter–Kato approximations of mild solutions of such equations. As an application, a classical limit theorem on the dependence of such equations on a parameter is obtained.

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Year of publication:	2015
Authors:	Govindan, T.E.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 299-306
Publisher:	Elsevier
Subject:	Stochastic evolution equations in infinite dimensions \| Existence and uniqueness of a mild solution \| Trotter–Kato approximations \| Classical limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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