Successive approximations of infinite-dimensional SPDEs with jump

zbMATH Open1108.60311MaRDI QIDQ3419476FDOQ3419476

Authors: Jiaowan Luo 

Publication date: 6 February 2007

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zbMATH Keywords

existence and uniquenessPoisson point processmild solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (8)

• A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
• \(p\)th moment exponential stability of stochastic partial differential equations with Poisson jumps
• Title not available (Why is that?)
• The numerical approximation of stochastic partial differential equations
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Title not available (Why is that?)
• Jump-diffusions in Hilbert spaces: existence, stability and numerics
• Existence and uniqueness of solutions of nonlinear SPDE with jumps

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