Published online by Cambridge University Press: 25 March 2019
We apply Newton’s method to stochastic functional evolution equations in Hilbert spaces using semigroup methods. The first-order convergence is based on our generalization of the Gronwall-type inequality. We also establish a second-order convergence in a probabilistic sense.
Supported by grant BW-UG 538-5100-B151-13 from the University of Gdańsk.