Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

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Yan Li; Junhao Hu;

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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