Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997)
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scientific article
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| English | Jump-diffusions in Hilbert spaces: existence, stability and numerics |
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Jump-diffusions in Hilbert spaces: existence, stability and numerics (English)
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11 March 2011
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stochastic partial differential equations
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mild and weak solutions
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existence
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uniqueness
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stability results
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high-order numerical schemes
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compensated Poisson random measure
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coordinate transformation
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moving-frame method
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