Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE

Author:

Andersson Adam,Kruse Raphael,Larsson Stig

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference49 articles.

1. Andersson, A., Larsson, S.: Weak convergence for a spatial approximation of the nonlinear stochastic heat equation. arXiv:1212.5564 (2012). To appear in Math. Comp

2. Andersson, A., Kovács, M., Larsson, S.: Weak error analysis for semilinear stochastic Volterra equations with additive noise. arXiv:1411.6476 (2014)

3. Anh, V.V., Grecksch, W., Yong, J.: Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Stoch. Anal. Appl. 29, 146–168 (2011)

4. Benth, F.E., Deck, T., Potthoff, J.: A white noise approach to a class of non-linear stochastic heat equations. J. Funct. Anal. 146, 382–415 (1997)

5. Bréhier, C.-E.: Strong and weak order in averaging for SPDEs. Stoch. Proc. Appl. 122, 2553–2593 (2012)

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