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dc.contributor.author
Lang, Annika
dc.date.accessioned
2017-06-09T16:50:30Z
dc.date.available
2017-06-09T16:50:30Z
dc.date.issued
2011
dc.identifier.uri
http://hdl.handle.net/20.500.11850/40074
dc.description.abstract
his work describes a Galerkin type method for stochastic partial differential equations of Zakai type driven by an infinite dimensional càdlàg square integrable martingale. Error estimates in the semidiscrete case, where discretization is only done in space, are derived in $L^p$ and almost sure senses. Simulations confirm the theoretical results.
dc.language.iso
en
dc.publisher
Seminar für Angewandte Mathematik, ETH
dc.subject
Finite Element method
dc.subject
Stochastic partial differential equation
dc.subject
Martingale
dc.subject
Galerkin method
dc.subject
Zakai equation
dc.subject
Advection-diffusion equation
dc.title
Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales
dc.type
Report
ethz.journal.title
Research reports
ethz.journal.issue
2011/35
ethz.journal.abbreviated
Res. rep.- Natl. Geogr. Soc.
ethz.size
14 p.
ethz.notes
.
ethz.publication.place
Zürich
ethz.publication.status
unpublished
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.identifier.url
http://www.sam.math.ethz.ch/reports/2011/35
ethz.date.deposited
2017-06-09T16:50:56Z
ethz.source
ECIT
ethz.identifier.importid
imp59364e8f9a1b167768
ethz.ecitpid
pub:67193
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T22:24:05Z
ethz.rosetta.lastUpdated
2018-10-01T14:01:42Z
ethz.rosetta.versionExported
true
ethz.COinS
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