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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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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