Jump-diffusions in Hilbert spaces: existence, stability and numerics
type: Item
instance of: scholarly article
title: Jump-diffusions in Hilbert spaces: existence, stability and numerics
zbMATH Open document ID: 1230.60066
DOI: 10.1080/17442501003624407
author: Damir Filipović
author: Stefan Tappe
author: Josef Teichmann
published in: Stochastics
publication date: 2011-03-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/0810.5023
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 5864983
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: mild and weak solutions
zbMATH Keywords: existence
zbMATH Keywords: uniqueness
zbMATH Keywords: stability results
zbMATH Keywords: high-order numerical schemes
zbMATH Keywords: compensated Poisson random measure
zbMATH Keywords: coordinate transformation
zbMATH Keywords: moving-frame method
MaRDI profile type: Publication
OpenAlex ID: W2013239740
arXiv ID: 0810.5023
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description: scientific article