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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
14 Angebote vergleichen
Preise | 2016 | 2018 | 2019 |
---|---|---|---|
Schnitt | Fr. 30.33 (€ 30.99)¹ | Fr. 31.06 (€ 31.74)¹ | Fr. 29.97 (€ 30.62)¹ |
Nachfrage |
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics)
ISBN: 9783319022307 bzw. 331902230X, in Deutsch, Taschenbuch, neu.
Paperback. In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismuts integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN: 9783319022314 bzw. 3319022318, in Deutsch, Springer Shop, neu, E-Book, elektronischer Download.
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. eBook.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (2013)
ISBN: 9783319022307 bzw. 331902230X, in Deutsch, Springer, Taschenbuch, neu.
buchZ AG, [3859792].
Neuware - In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. Taschenbuch.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN: 9783319022314 bzw. 3319022318, in Englisch, neu, E-Book, elektronischer Download.
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN: 9783319022314 bzw. 3319022318, in Englisch, neu, E-Book, elektronischer Download.
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN: 9783319022307 bzw. 331902230X, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
BRAND NEW PRINT ON DEMAND., Strong and Weak Approximation of Semilinear Stochastic Evolution Equations, Raphael Kruse, In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN: 9783319022314 bzw. 3319022318, in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations: In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut`s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. Englisch, Ebook.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics)
ISBN: 9783319022307 bzw. 331902230X, in Deutsch, Springer, Taschenbuch, neu.
Von Händler/Antiquariat, Kennys Bookstore [54825494], Olney, MD, U.S.A.
2013. 2014th Edition. Paperback. . . . . . Books ship from the US and Ireland.
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (2013)
ISBN: 9783319022314 bzw. 3319022318, in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (2014)
ISBN: 331902230X bzw. 9783319022307, vermutlich in Englisch, Springer International Publishing, Taschenbuch, neu.