Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
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Publication:3614187
DOI10.1137/050654141zbMath1158.60032OpenAlexW2085495927WikidataQ59225768 ScholiaQ59225768MaRDI QIDQ3614187
Publication date: 16 March 2009
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050654141
stochastic partial differential equationsnumerical approximationtime discretizationstochastic evolution equationsPoisson random measurespace discretization
Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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