Search for dissertations about: "Kolmogorov equations in infinite dimensions"

Found 1 swedish dissertation containing the words Kolmogorov equations in infinite dimensions.

2. 1. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions

   Author : Adam Andersson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic evolution equations; stochastic Volterra equations; weak approximation; Kolmogorov equations in infinite dimensions; Malliavin calculus; finite element method; backward Euler method; Kolmogorov equations in infinite dimensions;

   Abstract : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. READ MORE