Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterated stochastic integrals in infinite dimensions: approximation and error estimates |
scientific article |
Statements
Iterated stochastic integrals in infinite dimensions: approximation and error estimates (English)
0 references
22 January 2020
0 references
stochastic partial differential equations
0 references
iterated stochastic Itô integral in infinite dimensions
0 references
Q-Wiener process
0 references
Lévy area simulation
0 references
Karhunen-Loève expansion
0 references
numerical approximation
0 references
0 references
