Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion
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Monotone operators and generalizations (47H05) Nonlinear evolution equations (47J35) Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Abstract: Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with -finite intensity measure on a metric space. By using finite element methods and Galerkin approximations, some explicit and implicit discretizations for this equation are presented and their convergence is proved. Polynomial growth condition and linear growth condition are assumed on the drift operator, respectively for the implicit and explicit schemes.
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