Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Preprint, 2012
error estimate
Malliavin calculus
non-linear heat equation
SPDE
multiplicative noise
weak convergence
finite element
Author
Adam Andersson
Chalmers, Mathematical Sciences
University of Gothenburg
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences