Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE
نویسندگان
چکیده
منابع مشابه
Duality in Refined Sobolev-malliavin Spaces and Weak Approximation of Spde
Abstract. We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a Burkholder type inequality in a dual norm. The theory we develop allows us to prove weak convergence with essentially optimal rate for numerical approximations in space and time of semilinear parabolic stocha...
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ژورنال
عنوان ژورنال: Stochastics and Partial Differential Equations Analysis and Computations
سال: 2015
ISSN: 2194-0401,2194-041X
DOI: 10.1007/s40072-015-0065-7