Numerical analysis for stochastic partial differential delay equations with jumps
DOI10.1155/2013/128625zbMATH Open1291.65312OpenAlexW2052545340WikidataQ58915316 ScholiaQ58915316MaRDI QIDQ369701FDOQ369701
Publication date: 19 September 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/128625
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations and applications.
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Successive approximation of neutral functional stochastic differential equations with jumps
- Numerical Solutions of Stochastic Differential Delay Equations with Jumps
- Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space
- Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
- Theory and application of stability for stochastic reaction diffusion systems
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
- Convergence rate of numerical solutions to SFDEs with jumps
- Stabilization of stochastic Hopfield neural network with distributed parameters
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