Optimal One-Point Approximation of Stochastic Heat Equations with Additive Noise
Let X be the mild solution of a stochastic heat equation taking values in a Hilbert space H=L^2((0,1)^d) driven by a (cylindrical) Brownian motion W with values in H. We study the strong approximation of X at a fixed time point t=T for equations with additive noise. The algorithms we consider, are b...
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| Format: | Others |
| Language: | English en |
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2008
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| Online Access: | https://tuprints.ulb.tu-darmstadt.de/1170/1/main.pdf Wagner, Tim <http://tuprints.ulb.tu-darmstadt.de/view/person/Wagner=3ATim=3A=3A.html> (2008): Optimal One-Point Approximation of Stochastic Heat Equations with Additive Noise.Darmstadt, Technische Universität, [Ph.D. Thesis] |