English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

This work considers weak approximations of stochastic partial differentialequations (SPDEs) driven by L\'evy noise. The SPDEs at hand are parabolic withadditive noise processes. A weak-convergence rate for the correspondingGalerkin approximation is derived. The convergence result is derived by use ofthe Malliavin derivative rather then the common approach via the Kolmogorovbackward equation.

Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive L\'evy noise