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

被引：0
|
作者：
Erika Hausenblas
Iuliana Marchis
机构：
[1] University Salzburg,Department of Mathematics
[2] Babes-Bolyai University,Department of Mathematics and Computer Science
来源：
BIT Numerical Mathematics | 2006年 / 46卷
关键词：
stochastic evolution equations; stochastic partial differential equations; numerical approximation; time discretization; space discretization;
D O I：
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中图分类号：
学科分类号：
摘要：
The paper deals with SPDEs driven by Poisson random measures in Banach spaces and its numerical approximation. We investigate the accuracy of space and time approximation. As the space approximation we consider spectral methods and as time approximation the implicit Euler scheme and the explicit Euler scheme.
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