Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise
DOI10.1137/100818297zbMath1262.60066DBLPjournals/siamnum/DunstHP12OpenAlexW2002990227WikidataQ59225660 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
finite elementsstochastic partial differential equationsnumerical approximationstochastic evolution equationsPoisson random measuretime-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)
Related Items (10)
This page was built for publication: Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise