Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise
Publication:2956053
DOI10.1007/978-3-319-25826-3_10zbMath1354.60074arXiv1501.01645OpenAlexW2123420094MaRDI QIDQ2956053
Claudia Klüppelberg, Bohan Chen, Carsten Chong
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01645
stochastic heat equationstochastic partial differential equationsimulation of SPDEssimulation of stochastic Volterra equationsspace-time Lévy noise
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)
Related Items (3)
Cites Work
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