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math.PR2013
Weak error in negative Sobolev spaces for the stochastic heat equation
Omar Aboura
In this paper, we make another step in the study of weak error of the stochastic heat equation by considering norms as functional.
math.PR2013★ 3 cited
Weak error expansion of the implicit Euler scheme
Omar Aboura
In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.