scientific article; zbMATH DE number 1981806

MaRDI QIDQ4426095zbMATH OpenFDO

Authors Erika Hausenblas

Publication date 16 September 2003

zbMATH Keywords

Crank-Nicolson schemeMalliavin calculusstochastic partial differential equationsweak error

Mathematics Subject Classification ID

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

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Cited in

(24)

• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Stability of random attractors under perturbation and approximation
• Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
• Malliavin regularity and weak approximation of semilinear SPDEs with Lévy noise
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Continuous weak approximation for stochastic differential equations
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
• Weak order for the discretization of the stochastic heat equation
• Weak approximation of stochastic partial differential equations: the nonlinear case
• Strong and weak approximation of semilinear stochastic evolution equations
• Weak error estimates for trajectories of SPDEs under spectral Galerkin discretization
• scientific article; zbMATH DE number 1868912 (Why is no real title available?)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
• A mild Itô formula for SPDEs
• Weak error analysis for semilinear stochastic Volterra equations with additive noise
• The numerical approximation of stochastic partial differential equations
• Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
• Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise

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