Special Session 92: Numerical Methods for SPDEs: Bridging Theory and Applications

Discrete Stochastic Maximal Regularity
Foivos F Evangelopoulos-Ntemiris
TU DELFT
Netherlands
Co-Author(s):    M. Veraar
Abstract:
Maximal $L^p$-regularity is a central tool in the analysis of deterministic and stochastic parabolic evolution equations, providing a framework for studying nonlinear problems via linearization techniques. In the deterministic case, a discrete-time theory of maximal $\ell^p$-regularity was recently developed for numerical schemes, and its equivalence with the continuous-time theory was established. In this talk, I will extend these ideas to the stochastic setting, introducing discrete stochastic maximal $\ell^p$-regularity and exploring its connection to the continuous-time counterpart. The talk is based on joint work with Mark Veraar (TU Delft).