A Malliavin Calculus Approach to Weak Convergence

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• 作者：Raphael Kruse (13)
  
• 刊名：Lecture Notes in Mathematics
• 出版年：2014
• 出版时间：2014
• 年：2014
• 卷：2093
• 期：1
• 页码：129-153
• 全文大小：206KB
• 作者单位：Raphael Kruse (13)
  
  13. Department of Mathematics, Bielefeld University, Bielefeld, Germany
  
• ISSN：1617-9692

文摘

The aim of this chapter is to present a new technique to analyze the weak error of convergence of spatially semidiscrete approximations and spatio-temporal discretizations of the solution of a linear stochastic evolution equation with additive noise.