Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

DOI10.1016/j.spa.2020.12.003zbMath1472.60099OpenAlexW3117267150MaRDI QIDQ2021388

Liying Sun, Jianbo Cui, Jialin Hong

Publication date: 27 April 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.12.003

zbMATH Keywords

weak convergenceMalliavin calculusinvariant measureKolmogorov equationstochastic PDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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