Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs

Author:

Bréhier Charles-Edouard

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics

Reference34 articles.

1. Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE;Andersson;Stoch. Partial Differ. Equ. Anal. Comput.,2016

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3. The law of the Euler scheme for stochastic differential equations. I. Convergence rate of the distribution function;Bally;Probab. Theory Related Fields,1996

4. The law of the Euler scheme for stochastic differential equations. II. Convergence rate of the density;Bally;Monte Carlo Methods Appl.,1996

5. Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise;Bréhier;Potential Anal.,2014

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