Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016): Difference between revisions

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scientific article

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English	Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE	scientific article

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scholarly article

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (English)

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Stochastic and Partial Differential Equations. Analysis and Computations

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publication date

3 February 2017

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full work available at URL

https://arxiv.org/abs/1312.5893

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zbMATH Keywords

stochastic partial differential equations

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Malliavin calculus

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duality

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Sobolev-Malliavin spaces

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finite element method

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backward Euler method

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weak convergence

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convergence of moments

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spatio-temporal discretization

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MaRDI profile type

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Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

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Weak error analysis for semilinear stochastic Volterra equations with additive noise

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Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

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A white noise approach to a class of non-linear stochastic heat equations

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Strong and weak orders in averaging for SPDEs

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Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

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Weak approximation of stochastic differential delay equations

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Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

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A duality approach for the weak approximation of stochastic differential equations

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Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations

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Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

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Stochastic Equations in Infinite Dimensions

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A mild Itô formula for SPDEs

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Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation

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Weak approximation of stochastic partial differential equations: the nonlinear case

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Weak order for the discretization of the stochastic heat equation

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Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation

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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

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Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

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Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus

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Weak approximation of the stochastic wave equation

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Stochastic partial differential equations. A modeling, white noise functional approach

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Gaussian Hilbert Spaces

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Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

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Weak approximations. A Malliavin calculus approach

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Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

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Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes

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Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

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Strong and weak approximation of semilinear stochastic evolution equations

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Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

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Stochastic evolution equations with random generators

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Weak order for the discretization of the stochastic heat equation driven by impulsive noise

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The Malliavin Calculus and Related Topics

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Stochastic differential equations. An introduction with applications.

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Semigroups of linear operators and applications to partial differential equations

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A concise course on stochastic partial differential equations

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Malliavin Calculus with Applications to Stochastic Partial Differential Equations

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Galerkin Finite Element Methods for Parabolic Problems

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Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S40072-015-0065-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:507016

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