Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101562 |
Kruse, Raphael
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| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse
| Strong and weak approximation of semilinear stochastic evolution equations / Raphael Kruse |
| Autore | Kruse, Raphael |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 177 p. ; 24 cm |
| Soggetto topico |
35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00101562 |
Kruse, Raphael
|
||
| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||