1.

Record Nr.

UNISALENTO991003325369707536

Autore

Kruse, Raphael

Titolo

Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse

ISBN

9783319022307

331902230X

Descrizione fisica

xiv, 177 p. : ill. ; 24 cm

Collana

Lecture notes in mathematics, 0075-8434 ; 2093

Classificazione

AMS 60H15

AMS 35R60

AMS 60H07

AMS 65-02

AMS 65C

LC QA3.L38

Disciplina

519.22

Soggetti

Stochastic partial differential equations

Stochastic integral equations

Evolution equations

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Based on the author's thesis (doctoral) - Universität Bielefeld, 2012

Nota di bibliografia

Includes bibliographical references (pages 171-174) and index

Nota di contenuto

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