Approximating Stochastic Evolution Equations with Additive White and Rough Noises

DOI10.1137/16M1056122zbMath1373.60124arXiv1601.02085OpenAlexW3105105116MaRDI QIDQ4978201

Zhihui Liu, Yanzhao Cao, Jialin Hong

Publication date: 18 August 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02085

zbMATH Keywords

fractional Brownian motionGalerkin approximationstochastic evolution equationWong-Zakai approximation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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