Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations

DOI10.1007/978-3-319-74929-7_13zbMath1405.60094arXiv1701.04351OpenAlexW2578004468MaRDI QIDQ1710429

Arnulf Jentzen, Timo Welti, Ladislas Jacobe de Naurois

Publication date: 22 January 2019

Full work available at URL: https://arxiv.org/abs/1701.04351

zbMATH Keywords

weak convergencelower boundsstochastic wave equationsspectral Galerkin approximationsessentially sharp convergence rates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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