Strong and Weak Approximation of Semilinear Stochastic Evolution Equations [[electronic resource] /] / by Raphael Kruse
| Strong and Weak Approximation of Semilinear Stochastic Evolution Equations [[electronic resource] /] / by Raphael Kruse |
| Autore | Kruse Raphael |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XIV, 177 p. 4 illus.) |
| Disciplina | 519.22 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Numerical analysis
Probabilities Partial differential equations Numerical Analysis Probability Theory and Stochastic Processes Partial Differential Equations |
| ISBN | 3-319-02231-8 |
| Formato | Materiale a stampa |
| 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 -- Some Useful Variations of Gronwall’s Lemma -- Results on Semigroups and their Infinitesimal Generators -- A Generalized Version of Lebesgue’s Theorem -- References -- Index. |
| Record Nr. | UNISA-996198773803316 |
Kruse Raphael
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Lo trovi qui: Univ. di Salerno | ||
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations / / by Raphael Kruse
| Strong and Weak Approximation of Semilinear Stochastic Evolution Equations / / by Raphael Kruse |
| Autore | Kruse Raphael |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XIV, 177 p. 4 illus.) |
| Disciplina | 519.22 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Numerical analysis
Probabilities Differential equations, Partial Numerical Analysis Probability Theory and Stochastic Processes Partial Differential Equations |
| ISBN | 3-319-02231-8 |
| Formato | Materiale a stampa |
| 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 -- Some Useful Variations of Gronwall’s Lemma -- Results on Semigroups and their Infinitesimal Generators -- A Generalized Version of Lebesgue’s Theorem -- References -- Index. |
| Record Nr. | UNINA-9910300154103321 |
Kruse Raphael
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||