On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise

DOI10.1081/SAP-120019293zbMath1079.60062OpenAlexW2160631436MaRDI QIDQ4799715

Hongwei Long, Wei Sun, Michael A. Kouritzin

Publication date: 25 March 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120019293

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure

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