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}
}
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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