Numerical analysis for neutral SPDEs driven by {}-stable processes

DOI10.1142/S0219025714500313zbMATH Open1322.65013OpenAlexW2164381859MaRDI QIDQ2937046FDOQ2937046

Authors: Jianhai Bao, Chenggui Yuan 

Publication date: 7 January 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025714500313

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zbMATH Keywords

strong convergenceneutral stochastic partial differential equationsexponential integrator scheme\(\alpha\)-stable processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Existence results for partial neutral functional differential equations with unbounded delay
• Successive approximation of neutral functional stochastic differential equations with jumps
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Cited In (10)

• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
• Stochastic nonautonomous Gompertz model with Lévy jumps
• Fractional neutral stochastic differential equations driven by α-stable process
• Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes
• Stability in distribution of neutral stochastic functional differential equations
• Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
• Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
• Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps

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