Strong and weak approximation of semilinear stochastic evolution equations
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Publication:371442
DOI10.1007/978-3-319-02231-4zbMath1285.60002OpenAlexW121011854MaRDI QIDQ371442
Publication date: 9 October 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-02231-4
Galerkin methodMalliavin calculusstochastic heat equationweak errorsemilinear stochastic evolution equationstrong error
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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