Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation

被引：0
|
作者：
Qin Zhou [1 ,2 ]
Binjie Li [1 ]
机构：
[1] School of Mathematics, Sichuan University
[2] School of Mathematics & Information, China West Normal University
来源：
Science China Mathematics | 2023年 / 66卷 / 09期
基金：
中国国家自然科学基金; 中央高校基本科研业务费专项资金资助;
关键词：
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We analyze the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where additive noise occurs in the Neumann boundary condition. The convergence is established for general filtration, and the convergence rate O(τ1/4-?+ h1/2-?) is derived for the natural filtration of the Q-Wiener process.
引用
收藏
页码：2133 / 2156
页数：24
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