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Space-Time Approximation of Local Strong Solutions to the 3D Stochastic Navier–Stokes Equations

Space-Time Approximation of Local Strong Solutions to the 3D Stochastic Navier–Stokes Equations

Abstract We consider the 3D stochastic Navier–Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates for the energy error with respect to convergence in probability, that is convergence of order (up to) 1 in …