Strong and weak approximation of semilinear stochastic evolution equations

DOI10.1007/978-3-319-02231-4zbMath1285.60002OpenAlexW121011854MaRDI QIDQ371442

Raphael Kruse

Publication date: 9 October 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02231-4

zbMATH Keywords

Galerkin methodMalliavin calculusstochastic heat equationweak errorsemilinear stochastic evolution equationstrong error

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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