Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

DOI10.1016/j.matpur.2018.08.010zbMath1428.60089arXiv1703.01095OpenAlexW2592243695WikidataQ129397247 ScholiaQ129397247MaRDI QIDQ1791739

Arnaud Debussche, Charles-Edouard Bréhier

Publication date: 11 October 2018

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.01095

zbMATH Keywords

Malliavin calculusstochastic partial differential equationKolmogorov equationweak convergence ratetwo-sided stochastic integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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