TY  - JOUR
A1  - Mazzonetto, Sara
A1  - Salimova, Diyora
T1  - Existence, uniqueness, and numerical approximations for stochastic burgers equations
T2  - Stochastic analysis and applications
N2  - In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities. The proof of this result exploits the properties of an existing fully explicit space-time discrete approximation scheme, in particular the fact that it satisfies suitable a priori estimates. We also obtain almost sure and strong convergence of the approximation scheme to the mild solutions of the considered SPDEs. We conclude by applying the main result of the article to the stochastic Burgers equations with additive space-time white noise.
KW  - Stochastic Burgers equations
KW  - SPDEs
KW  - mild solution
KW  - existence
KW  - numerical
KW  - approximation
Y1  - 2020
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/58445
SN  - 0736-2994
SN  - 1532-9356
VL  - 38
IS  - 4
SP  - 623
EP  - 646
PB  - Taylor & Francis Group
CY  - Philadelphia
ER  -