Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise

DOI10.1007/978-3-319-25826-3_10zbMath1354.60074arXiv1501.01645OpenAlexW2123420094MaRDI QIDQ2956053

Claudia Klüppelberg, Bohan Chen, Carsten Chong

Publication date: 16 January 2017

Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01645

zbMATH Keywords

stochastic heat equationstochastic partial differential equationsimulation of SPDEssimulation of stochastic Volterra equationsspace-time Lévy noise

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)

Related Items (3)

Stochastic PDEs with heavy-tailed noise ⋮ Normal approximation of the solution to the stochastic heat equation with Lévy noise ⋮ Intermittency for the stochastic heat equation with Lévy noise

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