A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces

preprint2012arXivOpen access

Abstract

We consider the effect of perturbations to a quasi-linear parabolic stochastic differential equation set in a UMD Banach space XX. To be precise, we consider perturbations of the linear part, i.e. the term concerning a linear operator AA generating an analytic semigroup. We provide estimates for the difference between the solution to the original equation UU and the solution to the perturbed equation U0U_0 in the Lp(Ω;C([0,T];X))L^p(Ω;C([0,T];X))-norm. In particular, this difference can be estimated ∣∣R(λ:A)−R(λ:A0)∣∣|| R(λ:A)-R(λ:A_0) || for sufficiently smooth non-linear terms. The work is inspired by the desire to prove convergence of space discretization schemes for such equations. In this article we prove convergence rates for the case that AA is approximated by its Yosida approximation, and in a forthcoming publication we consider convergence of Galerkin and finite-element schemes in the case that XX is a Hilbert space.

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