scientific article; zbMATH DE number 19390

MaRDI QIDQ3976830zbMATH OpenFDO

Authors Ralf Manthey

Publication date 26 June 1992

zbMATH Keywords

parabolic stochastic partial differential equationstochastic differential equationweak convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(16)

• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Weak nonmild solutions to some SPDEs
• High order weak approximation for irregular functionals of time-inhomogeneous SDEs
• A third-order weak approximation of multidimensional Itô stochastic differential equations
• Continuous weak approximation for stochastic differential equations
• A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
• Approximations of stochastic partial differential equations
• Weak approximation of stochastic partial differential equations: the nonlinear case
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• Weak solutions for random nonlinear parabolic equations of nonlocal type
• Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
• The numerical approximation of stochastic partial differential equations

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