Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE
Journal article, 2016
Malliavin calculus
Duality
Finite element method
Convergence of moments
SPDE
Backward Euler
Weak convergence
Spatio-temporal discretization
Author
Adam Andersson
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Raphael Kruse
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Stochastics and Partial Differential Equations: Analysis and Computations
21940401 (ISSN) 2194041X (eISSN)
Vol. 4 1 113-149Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences
DOI
10.1007/s40072-015-0065-7