Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics #2093) (Paperback)

Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics #2093) By Raphael Kruse Cover Image

Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics #2093) (Paperback)

$44.99


Not On Our Shelves—Ships in 1-5 Days

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.

Product Details ISBN: 9783319022307
ISBN-10: 331902230X
Publisher: Springer
Publication Date: November 25th, 2013
Pages: 177
Language: English
Series: Lecture Notes in Mathematics