Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
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in: SIAM Journal on Numerical Analysis, Jahrgang 46.2008, Nr. 1, 30.01.2008, S. 437-471.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
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TY - JOUR
T1 - Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
AU - Hausenblas, Erika
PY - 2008/1/30
Y1 - 2008/1/30
KW - Numerical approximation
KW - Poisson random measure
KW - Space discretization
KW - Stochastic evolution equations
KW - Stochastic partial differential equations
KW - Time discretization
UR - http://www.scopus.com/inward/record.url?scp=55549131924&partnerID=8YFLogxK
U2 - 10.1137/050654141
DO - 10.1137/050654141
M3 - Article
AN - SCOPUS:55549131924
VL - 46.2008
SP - 437
EP - 471
JO - SIAM Journal on Numerical Analysis
JF - SIAM Journal on Numerical Analysis
SN - 0036-1429
IS - 1
ER -
