Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
We consider a stochastic evolution equation on the spatial domain D=(0,1)^d, driven by an additive nuclear or space-time white noise, so that the solution is given by an infinite-dimensional Ornstein-Uhlenbeck process. We study algorithms that approximate the mild solution of the equation, which tak...
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| Format: | Others |
| Language: | English en |
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2012
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| Online Access: | https://tuprints.ulb.tu-darmstadt.de/3065/1/diss.pdf Henkel, Daniel <http://tuprints.ulb.tu-darmstadt.de/view/person/Henkel=3ADaniel=3A=3A.html> (2012): Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes.Darmstadt, Technische Universität, [Ph.D. Thesis] |