%0 Journal Article %1 barth2018convergence %A Barth, Andrea %A Stüwe, Tobias %D 2018 %J Mathematics and Computers in Simulation %K ians ians-uq myown %P 215--225 %R 10.1016/j.matcom.2017.03.007 %T Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise %U https://doi.org/10.1016/j.matcom.2017.03.007 %V 143 %X This work considers weak approximations of stochastic partial differential equations (SPDEs) driven by Lévy noise. The SPDEs at hand are parabolic with additive noise processes. A weak-convergence rate for the corresponding Galerkin Finite Element approximation is derived. The convergence result is derived by use of the Malliavin derivative rather than the common approach via the Kolmogorov backward equation.

@article{barth2018convergence, abstract = {This work considers weak approximations of stochastic partial differential equations (SPDEs) driven by Lévy noise. The SPDEs at hand are parabolic with additive noise processes. A weak-convergence rate for the corresponding Galerkin Finite Element approximation is derived. The convergence result is derived by use of the Malliavin derivative rather than the common approach via the Kolmogorov backward equation.}, added-at = {2023-12-01T15:39:57.000+0100}, author = {Barth, Andrea and St\"uwe, Tobias}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2cbba0f2d2fad8e4504b4815e673c8ad9/abarth}, doi = {10.1016/j.matcom.2017.03.007}, fjournal = {Mathematics and Computers in Simulation}, interhash = {c9ad4831f6be25f412041f8bb565422f}, intrahash = {cbba0f2d2fad8e4504b4815e673c8ad9}, issn = {0378-4754}, journal = {Mathematics and Computers in Simulation}, keywords = {ians ians-uq myown}, mrclass = {65N75 (35R60 60H15)}, mrnumber = {3698230}, owner = {seusdd}, pages = {215--225}, timestamp = {2023-12-04T12:40:31.000+0100}, title = {Weak convergence of {G}alerkin approximations of stochastic partial differential equations driven by additive {L}\'evy noise}, url = {https://doi.org/10.1016/j.matcom.2017.03.007}, volume = 143, year = 2018 }