Weak error analysis for semilinear stochastic Volterra equations with additive noise (Q5964430)
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scientific article; zbMATH DE number 6547170
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English | Weak error analysis for semilinear stochastic Volterra equations with additive noise |
scientific article; zbMATH DE number 6547170 |
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Weak error analysis for semilinear stochastic Volterra equations with additive noise (English)
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29 February 2016
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stochastic Volterra integro-differential equations
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finite element method
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backward Euler method
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convolution quadrature
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Malliavin calculus
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strong convergence
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weak convergence
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