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Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions

Authors: Heinz W. Engl a; Werner Roumlmisch b
Affiliations:   a Institut fuumlr Mathematik, Linz, Austria
b Sektion Mathematik, Humboldt-Universitaumlt, Berlin
DOI: 10.1080/07362998308809015
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 1, Issue 3 1983 , pages 239 - 298
Formats available: PDF (English)
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Abstract

Let T(w,x) = y( w ) be a nonlinear random operator equation with not necessarily unique solution. For this and similar equations, we prove results about convergence of solutions of suitable approximate problems Tn(w,x) =Yn(w) to solutions of the original equations. We do this for rather general notions of convergence for random variables. Concepts like consistency, stability, and compactness in sets of measurable functions are introduced and used. For all assumptions that are needed in the general theory, sufficient conditions are given with respect to convergence in probability and almost-sure convergence. As a specific method for constructing approximate equations we discuss "discretization schemes ", where the underlying probability space is discretized. Some results might be of interest also in different contexts; these include criteria for almost-sure convergence of measurable multifunctions and results about compactness with respect to convergence in probability and almost-sure convergence.
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