Rate Of Convergence Of Discrete Approximate Solutions Of Stochastic Differential Equations In A Hilbert Space

We consider discrete-time approximations for stochastic differential equations in a Hilbert space. The rate of convergence of approximations is established for equations with Lipschitz continuous coefficients and for semilinear evolution type equations with an unbounded drift. As an auxiliary result, the rate of convergence of approximations is obtained for Itô–Volterra equations in a Hilbert space.