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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Raphael Kruse
Format
Book
Published
Cham [Switzerland] : Springer, [2014]
Language
English
Series
Lecture Notes in Mathematics
Lecture Notes in Mathematics (Springer-Verlag)
ISBN
9783319022307, 331902230X
Contents
  • Introduction
  • Stochastic evolution equations in Hilbert spaces
  • Optimal strong error estimates for Galerkin finite element methods
  • A short review of the Malliavin calculus in Hilbert spaces
  • A Malliavin calculus approach to weak convergence
  • Numerical experiments.
Description
xiv, 177 pages : illustrations ; 24 cm.
Notes
  • Based on the author's thesis (doctoral)--Universität Bielefeld, 2012.
  • Includes bibliographical references (pages 171-174) and index.
Series Statement
Lecture notes in mathematics, 0075-8434 ; 2093
Lecture notes in mathematics (Springer-Verlag) 2093
Technical Details
  • Access in Virgo Classic
  • Staff View

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    a| Stochastic partial differential equations.
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