Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise

DOI10.1007/978-3-319-25826-3_10zbMath1354.60074arXiv1501.01645MaRDI 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

zbMATH Keywords

stochastic heat equation; stochastic partial differential equation; simulation of SPDEs; simulation of stochastic Volterra equations; space-time Lévy noise

Mathematics Subject Classification ID

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

Related Items

Normal approximation of the solution to the stochastic heat equation with Lévy noise, Intermittency for the stochastic heat equation with Lévy noise, Stochastic PDEs with heavy-tailed noise

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