This paper analyzes the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where an additive noise occurs in the Neumann boundary condition. The convergence is established for general filtrations, and the convergence rate $ O(\tau^{1/4-\epsilon} + h^{3/2-\epsilon}) $ is derived for the natural filtration of the Q-Wiener process.
翻译:本文分析了Neumann边界控制问题与随机抛物线等式的离散性,该等式在Neumann边界状态下出现添加性噪音。一般过滤的趋同为一般过滤而确定,而O(tau)1/4-\epsilon}+ h ⁇ 3/2\epsilon}的趋同率是用于Q-Winer过程的自然过滤。