Weak approximations of stochastic partial differential equations with fractional noise

DOI10.4208/JCM.2203-M2021-0194MaRDI QIDQ6616999

Siqing Gan, Meng Cai, Xiaojie Wang

Publication date: 9 October 2024

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionMalliavin calculusspectral Galerkin methodexponential Euler methodweak convergence ratesparabolic SPDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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