Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

DOI10.1007/s40072-015-0065-7zbMath1357.60063arXiv1312.5893OpenAlexW2141195945MaRDI QIDQ507016

Raphael Kruse, Stig Larsson, Adam Andersson

Publication date: 3 February 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5893

zbMATH Keywords

weak convergencefinite element methodMalliavin calculusdualitystochastic partial differential equationsbackward Euler methodconvergence of momentsspatio-temporal discretizationSobolev-Malliavin spaces

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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