Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 65M60 / rank | |||
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| Property / zbMATH DE Number: 6680200 / rank | |||
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stochastic partial differential equations | |||
| Property / zbMATH Keywords: stochastic partial differential equations / rank | |||
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Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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duality | |||
| Property / zbMATH Keywords: duality / rank | |||
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Sobolev-Malliavin spaces | |||
| Property / zbMATH Keywords: Sobolev-Malliavin spaces / rank | |||
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finite element method | |||
| Property / zbMATH Keywords: finite element method / rank | |||
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backward Euler method | |||
| Property / zbMATH Keywords: backward Euler method / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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convergence of moments | |||
| Property / zbMATH Keywords: convergence of moments / rank | |||
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spatio-temporal discretization | |||
| Property / zbMATH Keywords: spatio-temporal discretization / rank | |||
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Revision as of 01:49, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE |
scientific article |
Statements
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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