A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
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A numerical approximation of parabolic stochastic partial
differential equations driven by a Poisson random measure. / Hausenblas, Erika.
In: BIT : numerical mathematics , 2006.
In: BIT : numerical mathematics , 2006.
Research output: Contribution to journal › Article › Research › peer-review
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Hausenblas E. A numerical approximation of parabolic stochastic partial
differential equations driven by a Poisson random measure. BIT : numerical mathematics . 2006. doi: 10.1007/s10543-006-0099-3
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Bibtex - Download
@article{972970d5b62b45f684ca58afdd79392d,
title = "A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure",
author = "Erika Hausenblas",
year = "2006",
doi = "10.1007/s10543-006-0099-3",
language = "Undefined/Unknown",
journal = "BIT : numerical mathematics ",
issn = "1572-9125",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
AU - Hausenblas, Erika
PY - 2006
Y1 - 2006
UR - http://dx.doi.org/10.1007/s10543-006-0099-3
U2 - 10.1007/s10543-006-0099-3
DO - 10.1007/s10543-006-0099-3
M3 - Article
JO - BIT : numerical mathematics
JF - BIT : numerical mathematics
SN - 1572-9125
ER -
