IDEAS home Printed from https://ideas.repec.org/a/wly/jnlaaa/v2013y2013i1n128625.html
   My bibliography  Save this article

Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

Author

Listed:
  • Yan Li
  • Junhao Hu

Abstract

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 exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

Suggested Citation

Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:128625
DOI: 10.1155/2013/128625
as

Download full text from publisher

File URL: https://doi.org/10.1155/2013/128625
Download Restriction: no
File URL: https://libkey.io/10.1155/2013/128625?utm_source=ideas
LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
---><---

More about this item

Statistics

Access and download statistics

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:128625. See general information about how to correct material in RePEc.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

We have no bibliographic references for this item. You can help adding them by using this form .

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1155/4058 .

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.