Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

Other literature type, Article English OPEN
Li, Yan; Hu, Junhao;
(2013)
  • Publisher: Hindawi Publishing Corporation
  • Journal: Abstract and Applied Analysis (issn: 1085-3375, eissn: 1687-0409)
  • Related identifiers: doi: 10.1155/2013/128625
  • Subject: Mathematics | QA1-939 | Article Subject

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 exponent... View more
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