Mean square convergence of a semidiscrete scheme for SPDEs of Zakai type driven by square integrable martingales
In this short note, a direct proof of L2 convergence of an Euler-Maruyama approximation of a Zakai equation driven by a square integrable martingale is shown. The order of convergence is as known for real-valued stochastic differential equations and for less general driving noises O(√Δt) for a time discretization step size Δt. © 2010 Published by Elsevier Ltd.
We describe preliminary results from an effort to quantify the uncertainties in parton distribution functions and the resulting uncertainties in predicted physical quantities. The production cross section of the $W$ boson is given as a first example. Constraints due to the full data sets of the CTEQ global analysis are used in this study. Two complementary approaches, based on the Hessian and the Lagrange multiplier method respectively, are outlined. We discuss issues on obtaining meaningful uncertainty estimates that include the effect of correlated experimental systematic uncertainties and illustrate them with detailed calculations using one set of precision DIS data.