Weak order for the discretization of the stochastic heat equation driven by impulsive noise

DOI10.1007/s11118-012-9276-yzbMath1263.60058arXiv0911.4681OpenAlexW2099067529MaRDI QIDQ1935447

Felix Lindner, Rene L. Schilling

Publication date: 15 February 2013

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.4681

zbMATH Keywords

finite elementsstochastic heat equationweak approximation\(\theta\)-methodadditive noiseimpulsive cylindrical noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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