| 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). |
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