Well-posedness of a time discretization scheme for a stochastic p-Laplace equation with Neumann boundary conditions
Caroline Bauzet, Kerstin Schmitz, C\'edric Sultan, Aleksandra, Zimmermann

TL;DR
This paper proves the well-posedness of a semi-implicit time discretization scheme for a stochastic p-Laplace parabolic equation with Neumann boundary conditions, involving nonlinearities and multiplicative noise.
Contribution
It establishes the existence and uniqueness of solutions for a specific numerical scheme applied to a stochastic p-Laplace equation with Neumann boundaries.
Findings
The scheme is well-posed under the given conditions.
The analysis uses the Minty-Browder theorem.
Results support the scheme's stability and reliability.
Abstract
In this contribution, we are interested in the analysis of a semi-implicit time discretization scheme for the approximation of a parabolic equation driven by multiplicative colored noise involving a -Laplace operator (with ), nonlinear source terms and subject to Neumann boundary conditions. Using the Minty-Browder theorem, we are able to prove the well-posedness of such a scheme.
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Taxonomy
TopicsStochastic processes and financial applications
