Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term

DOI10.1016/j.jmaa.2013.12.034zbMath1325.60116arXiv1307.1511OpenAlexW2152639354WikidataQ60580282 ScholiaQ60580282MaRDI QIDQ2338710

Mihály Kovács, Jacques Printems

Publication date: 27 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1511

zbMATH Keywords

weak convergencefinite element methodstochastic partial differential equationEuler schemestochastic Volterra type equation

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) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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