Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

By Raphael Kruse

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.

• Format: Paperback
• Language: English
• ISBN: 331902230X
• ISBN13: 9783319022307
• Release Date: November 2013
• Publisher: Springer
• Length: 177 Pages
• Weight: 0.62 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"