Numerical analysis for neutral SPDEs driven by α-stable processes

DOI10.1142/S0219025714500313zbMath1322.65013OpenAlexW2164381859MaRDI QIDQ2937046

Chenggui Yuan, Jianhai Bao

Publication date: 7 January 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025714500313

zbMATH Keywords

strong convergenceneutral stochastic partial differential equationsexponential integrator scheme\(\alpha\)-stable processes

Mathematics Subject Classification ID

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) Stable stochastic processes (60G52)

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Stochastic nonautonomous Gompertz model with Lévy jumps ⋮ Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes ⋮ Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes ⋮ Stability in distribution of neutral stochastic functional differential equations ⋮ Fractional neutral stochastic differential equations driven by α-stable process ⋮ Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps ⋮ Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations ⋮ Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

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