Approximative approaches to a stochastic partial differential equation by point systems

DOI10.1515/ROSE-2013-0017zbMath1282.35425OpenAlexW2320643540WikidataQ115235787 ScholiaQ115235787MaRDI QIDQ2873158

Kei Inoue, Masanori Ohya, Karl-Heinz Fichtner

Publication date: 23 January 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2013-0017

zbMATH Keywords

generalized Brownian motiondiscretization of stochastic partial differential equationPoisson random point system

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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