Strong and weak approximation of semilinear stochastic evolution equations [e-book] / Raphael Kruse |
Autore | Kruse, Raphael |
Descrizione fisica | 1 online resource (xiv, 177 p. : il.) |
Disciplina | 519.22 |
Collana | Lecture notes in mathematics, 1617-9692 ; 2093 |
Soggetto topico |
Evolution equations
Stochastic integral equations Stochastic partial differential equations |
ISBN | 9783319022314 (ebook) |
Classificazione |
AMS 60H15
AMS 35R60 AMS 60H07 AMS 65-02 AMS 65C LC QA3.L28 |
Formato | Software ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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 |
Record Nr. | UNISALENTO-991003325449707536 |
Kruse, Raphael
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Lo trovi qui: Univ. del Salento | ||
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Theory and applications of stochastic differential equations / Zeev Schuss |
Autore | Schuss, Zeev |
Descrizione fisica | xiii, 321 p. : ill. ; 24 cm |
Disciplina | 519.2 |
Collana | Wiley series in probability and mathematical statistics. Applied Probability and Statistics, 0271-6353 |
Soggetto topico |
Stochastic ordinary differential equations
Stochastic partial differential equations |
ISBN | 047104394X |
Classificazione |
AMS 34F05
AMS 35R60 AMS 60H10 AMS 60H15 QA274.23 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001429929707536 |
Schuss, Zeev
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Lo trovi qui: Univ. del Salento | ||
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