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math.PR2017
Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems
Felix Lindner, Holger Stroot
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochasti…
math.PR2017★ 2 cited
Poisson Malliavin calculus in Hilbert space with an application to SPDE
Adam Andersson, Felix Lindner
In this paper we introduce a Hilbert space-valued Malliavin calculus for Poisson random measures. It is solely based on elementary principles from the theory of point processes and…