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Abstract: This paper is devoted to the study of numerical approximation schemes for aclass of parabolic equations on 0, 1 perturbed by a non-linear rough signal.It is the continuation of 8, 7, where the existence and uniqueness of asolution has been established. The approach combines rough paths methods withstandard considerations on discretizing stochastic PDEs. The results apply to ageometric 2-rough path, which covers the case of the multidimensionalfractional Brownian motion with Hurst index H \textgreater{} 1-3.



Autor: Aurélien Deya IECL

Fuente: https://arxiv.org/



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