Pages that link to "Item:Q3081276"

The following pages link to Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276):

Displaying 43 items.

• Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100) (← links)
• Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (Q370188) (← links)
• Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
• Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise (Q766225) (← links)
• Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise (Q832591) (← links)
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces (Q1732860) (← links)
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953) (← links)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
• Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values (Q1995727) (← links)
• Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
• Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
• Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients (Q2021388) (← links)
• Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
• On a Monte Carlo scheme for some linear stochastic partial differential equations (Q2040471) (← links)
• An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
• Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise (Q2143083) (← links)
• Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation (Q2192589) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
• Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes (Q2376859) (← links)
• On the differentiability of solutions of stochastic evolution equations with respect to their initial values (Q2402695) (← links)
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation (Q2792366) (← links)
• Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
• Stochastic heat equation and martingale differences (Q2979946) (← links)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion (Q5161704) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Approximating Rough Stochastic PDEs (Q5413647) (← links)
• Numerical approximation of nonlinear SPDE's (Q6062437) (← links)
• Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
• Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (Q6175731) (← links)