Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise

Thomas Dunst, Erika Hausenblas, Andreas Prohl. Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise. SIAM J. Numerical Analysis, 50(6):2873-2896, 2012. [doi]

Abstract

Abstract is missing.