Weak error analysis for semilinear stochastic Volterra equations with additive noise
Journal article, 2016
Regularity
Convolution quadrature
Backward Euler
Strong and weak convergence
Stochastic Volterra equation
Finite element method
Duality
Malliavin calculus
Author
Adam Andersson
Technische Universität Berlin
Mihaly Kovacs
University of Otago
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Journal of Mathematical Analysis and Applications
0022-247X (ISSN) 1096-0813 (eISSN)
Vol. 437 2 1283-1304Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences
DOI
10.1016/j.jmaa.2015.09.016