Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016)

scientific article; zbMATH DE number 6680200

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English	Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE	scientific article; zbMATH DE number 6680200

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instance of

scholarly article

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title

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

MaRDI publication profile

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cites work

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

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Strong and weak orders in averaging for SPDEs

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

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Q4399897

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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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Identifiers

zbMATH Open document ID

1357.60063

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Mathematics Subject Classification ID

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10.1007/S40072-015-0065-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:507016