Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type

DOI10.1137/050654141zbMath1158.60032OpenAlexW2085495927WikidataQ59225768 ScholiaQ59225768MaRDI QIDQ3614187

Erika Hausenblas

Publication date: 16 March 2009

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050654141

zbMATH Keywords

stochastic partial differential equationsnumerical approximationtime discretizationstochastic evolution equationsPoisson random measurespace discretization

Mathematics Subject Classification ID

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)

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