Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise
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(20)- An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
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- Approximation and simulation of infinite-dimensional Lévy processes
- Stochastic transport with Lévy noise fully discrete numerical approximation
- A posteriori error estimates for non-stationary non-linear convection-diffusion equations
- Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*
- On the discretization in time of parabolic stochastic partial differential equations
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- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
- Fully discrete schemes and L^p-strong convergence orders for the SPDE driven by Lévy noise
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
- Simulation of stochastic partial differential equations using finite element methods
- Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
- Simulation of stochastic Volterra equations driven by space-time Lévy noise
- The inverse source problem of Cherenkov radiation model
- Numerical methods for SPDEs with tempered stable processes
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
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