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title:
Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise |
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name:
Lindner |
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first name:
Felix
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location/conference:
RDSN14
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abstract:
An abstract framework is presented for the analysis of the weak error of approximation schemes for linear evolution equations with additive Lévy noise. A general error representation formula is given for sufficiently smooth test functions. The formula is then applied to spatially semidiscrete finite element methods for the stochastic heat equation and the stochastic wave equation. The rates of weak and strong convergence are compared. This is joint work with M. Kovács (University of Otago) and R.L. Schilling (TU Dresden). |
