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On the discretization in time of parabolic stochastic partial differential equations. (English) Zbl 0991.60051
The paper considers time discrete approximations of parabolic stochastic partial differential equations. A semi-discretization in time, using an implicit Euler scheme, is applied. Locally Lipschitz coefficients are treated with an emphasis on the Burgers equation. A notion of order in probability is introduced for convergence.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60F25 \(L^p\)-limit theorems
65C20 Probabilistic models, generic numerical methods in probability and statistics
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