Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
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DOI: 10.1016/j.matcom.2017.03.007
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References listed on IDEAS
- Barth, Andrea & Lang, Annika, 2013. "Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1563-1587.
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Cited by:
- Yang, Xu & Zhao, Weidong, 2018. "Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 58-75.
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Keywords
Weak convergence; Stochastic partial differential equation; Lévy noise; Malliavin calculus;All these keywords.
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