Jump-diffusions in Hilbert spaces: Existence, stability and numerics

Stochastics

Volumn 82, Issue 5, 2010, Pages 475-520

  Filipović, Damir ^a   Tappe, Stefan ^b   Teichmann, Josef ^b  

^a EPFL   (Switzerland)

^b ETH ZURICH   (Switzerland)

Author keywords

High order numerical schemes; Mild and weak solutions; Stability results; Stochastic partial differential equations

Indexed keywords

EID: 77957869023     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442501003624407     Document Type: Article

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