Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kruse, Raphael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:Lecture Notes in Mathematics, 2093
Temas:
Numerical analysis.
Probabilities.
Differential equations.
Numerical Analysis.
Probability Theory.
Differential Equations.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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