Spatial approximation of stochastic convolutions (Q534239)
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scientific article; zbMATH DE number 5895482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial approximation of stochastic convolutions |
scientific article; zbMATH DE number 5895482 |
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Spatial approximation of stochastic convolutions (English)
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17 May 2011
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This paper studies the behaviour of a linear stochastic evolution problem with additive noise. The authors present a general framework for representing the infinite-dimensional Wiener process and obtain error estimates for truncated expansions which they then combine with a finite element analysis to obtain bounds for the mean square error.
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finite element
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wavelet
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stochastic heat equation
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stochastic wave equation
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Wiener process
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additive noise
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