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# Weak order for the discretization of the stochastic heat equation

@article{Debussche2009WeakOF, title={Weak order for the discretization of the stochastic heat equation}, author={Arnaud Debussche and Jacques Printems}, journal={Math. Comput.}, year={2009}, volume={78}, pages={845-863} }

- Published 2009 in Math. Comput.
DOI:10.1090/S0025-5718-08-02184-4

In this paper we study the approximation of the distribution of Xt Hilbert–valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as dXt +AXt dt = QdW (t), X0 = x ∈ H, t ∈ [0, T ], driven by a Gaussian space time noise whose covariance operator Q is given. We assume that A−α is a finite trace operator for some α > 0 and that Q is bounded from H into D(A) for some β ≥ 0. It is not required to be nuclear or to commute with A… CONTINUE READING

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