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

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Revision as of 00:29, 5 March 2024

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
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    Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (English)
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    3 February 2017
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    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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