Jump-diffusions in Hilbert spaces: existence, stability and numerics
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Publication:3080997
DOI10.1080/17442501003624407zbMath1230.60066arXiv0810.5023MaRDI QIDQ3080997
Damir Filipović, Josef Teichmann, Stefan Tappe
Publication date: 11 March 2011
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.5023
existence; uniqueness; stochastic partial differential equations; coordinate transformation; stability results; compensated Poisson random measure; high-order numerical schemes; mild and weak solutions; moving-frame method
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
