Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise

DOI10.1137/100818297zbMath1262.60066OpenAlexW2002990227WikidataQ59225660 ScholiaQ59225660MaRDI QIDQ4907142

Erika Hausenblas, Andreas Prohl, Thomas Dunst

Publication date: 4 March 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5b1e921e30316860b2c5bd24538c5f13fe8cebcd

zbMATH Keywords

finite elementsstochastic partial differential equationsnumerical approximationstochastic evolution equationsPoisson random measuretime-discretization

Mathematics Subject Classification ID

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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