Open AccessWeak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
Author(s) -
Xiaojie Wang
Publication year - 2015
Publication title -
discrete and continuous dynamical systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.289
H-Index - 70
eISSN - 1553-5231
pISSN - 1078-0947
DOI - 10.3934/dcds.2016.36.481
Subject(s) - mathematics , malliavin calculus , discretization , exponential function , stochastic partial differential equation , nonlinear system , context (archaeology) , mathematical analysis , euler's formula , partial differential equation , backward euler method , paleontology , physics , quantum mechanics , biology
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