Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
DOI10.3934/dcds.2016.36.481zbMath1322.65021arXiv1408.0713OpenAlexW1886104495MaRDI QIDQ2515691
Publication date: 6 August 2015
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.0713
weak convergenceadditive noiseexponential Euler schemesemi-linear stochastic partial differential equations
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) Quasilinear parabolic equations (35K59)
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