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arxiv: math/0603474 · v1 · submitted 2006-03-20 · 🧮 math.PR

Convergence of approximations of monotone gradient systems

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keywords convergencedifferentialequationsgradientprocessesstochasticapplicationsapproximations
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We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to reflecting O.U. processes in infinite dimension, to stochastic partial differential equations with reflection of Cahn-Hilliard type and to interface models.

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