Approximation of the stochastic 2D hydrodynamical type systems driven by non-Gaussian Levy noise

被引：0
|
作者：
Deugoue, Gabriel [1 ]
机构：
[1] Univ Dschang, Dept Math & Comp Sci, POB 67, Dschang, Cameroon
来源：
STOCHASTICS AND DYNAMICS | 2017年 / 17卷 / 06期
关键词：
Levy noise; numerical scheme; convergence; COEFFICIENTS;
D O I：
10.1142/S0219493717500484
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We propose and analyze a numerical scheme for the approximation of the solution for the stochastic 2D hydrodynamical type systems driven by non-Gaussian Levy noise. We prove the convergence of the scheme which is a linear evolution equation with additive noise.
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页数：23
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