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dc.contributor.author
Harms, Philipp
dc.contributor.author
Mueller, Marvin S.
dc.date.accessioned
2020-08-28T11:01:38Z
dc.date.available
2020-08-28T11:01:38Z
dc.date.issued
2019-02-01
dc.identifier.issn
0044-2275
dc.identifier.other
10.1007/s00033-018-1060-4
dc.identifier.uri
http://hdl.handle.net/20.500.11850/437265
dc.description.abstract
We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM, stochastic Schrodinger and linearized stochastic Korteweg-de Vries equation. For several important equations, including the stochastic wave equation, previous methods give only suboptimal rates, whereas our rates are essentially sharp.
dc.publisher
SPRINGER INTERNATIONAL PUBLISHING AG
dc.title
Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrodinger and linearized stochastic Korteweg-de Vries equations
dc.type
Journal Article
ethz.journal.title
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK
ethz.journal.volume
70
ethz.journal.issue
1
ethz.identifier.wos
ethz.publication.place
CHAM
ethz.source
WOS
ethz.COinS
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