Malliavin regularity and weak approximation of semilinear SPDEs with Lévy noise

DOI10.3934/dcdsb.2019081zbMath1420.60078arXiv1808.08574OpenAlexW2888763497MaRDI QIDQ2321109

Adam Andersson, Felix Lindner

Publication date: 28 August 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.08574

zbMATH Keywords

weak convergenceMalliavin calculusnumerical approximationLévy processstochastic partial differential equationPoisson random measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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