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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Paperback
Series: Lecture Notes in Mathematics, Book 2093
General MathematicsProbability & Statistics
ISBN13: 9783319022307
Publisher: Springer Nature
Published: Nov 25 2013
Pages: 177
Weight: 0.62
Height: 0.42 Width: 6.14 Depth: 9.21
Language: English
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.- Some Useful Variations of Gronwall's Lemma.- Results on Semigroups and their Infinitesimal Generators.- A Generalized Version of Lebesgue's Theorem.- References.- Index.
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