Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973)

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scientific article; zbMATH DE number 7254610
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    Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
    scientific article; zbMATH DE number 7254610

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      Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (English)
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      2 October 2020
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      stochastic parabolic partial differential equations
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      exponential integrator
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      multiplicative \& additive noise
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      Poisson measure
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      finite element method
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      strong convergence
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