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

• Autore: Kruse, Raphael
• Pubblicazione: Cham, : Springer, 2014
• Titolo uniforme: Strong and weak approximation of semilinear stochastic evolution equations
• Descrizione fisica: XIV, 177 p. ; 24 cm
• Soggetto topico: 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020]; 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]; 65M60 - Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]
• Soggetto non controllato: Galerkin finite element methods; Malliavin Calculus; Partial differential equations; SPDEs; Spatio-temporal regularity; Strong and weak convergence
• Titolo autorizzato: Strong and weak approximation of semilinear stochastic evolution equations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0101562
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-02231-4