Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type

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19 Citations (Scopus)
Original languageEnglish
Pages (from-to)437-471
Number of pages35
JournalSIAM Journal on Numerical Analysis
Volume46.2008
Issue number1
DOIs
Publication statusE-pub ahead of print - 30 Jan 2008
Externally publishedYes

Keywords

  • Numerical approximation
  • Poisson random measure
  • Space discretization
  • Stochastic evolution equations
  • Stochastic partial differential equations
  • Time discretization

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