Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Journal article, 2016
finite element
Malliavin calculus
error estimate
Nonlinear stochastic heat equation
weak convergence
multiplicative noise
SPDE
Author
Adam Andersson
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Mathematics of Computation
0025-5718 (ISSN) 1088-6842 (eISSN)
Vol. 85 299 1335-1358Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences
DOI
10.1090/mcom/3016