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.
Citation
Yan Li. Junhao Hu. "Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps." Abstr. Appl. Anal. 2013 (SI38) 1 - 8, 2013. https://doi.org/10.1155/2013/128625
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