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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Raphael Kruse

978-3-319-02231-4

2014
Edition 1
- Employing Galerkin finite element methods closes the gap between theoretical convergence results and standard PDE solvers in widely used software packages
- Derives the optimal order of strong convergence through optimal regularity results
- Includes a self-contained introduction to Malliavin calculus
- Effectively approaches weak convergence for SPDEs with stochastic coefficients by avoiding Kolmogorov’s backward equation
- Includes supplementary material: sn.pub/extras
€70 €63
10% OFF

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