Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-05-09
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes.
We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator.
We generalize some results of Bao et al.
(2011) and Jacob et al.
(2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
American Psychological Association (APA)
Li, Yan& Hu, Junhao. 2013. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-447925
Modern Language Association (MLA)
Li, Yan& Hu, Junhao. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps. Abstract and Applied Analysis No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-447925
American Medical Association (AMA)
Li, Yan& Hu, Junhao. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-447925
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-447925
