Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion
Probability
2022-04-20 v2 Numerical Analysis
Analysis of PDEs
Numerical Analysis
Abstract
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with -finite intensity measure on a metric space. By using finite element methods and Galerkin approximations, some explicit and implicit discretizations for this equation are presented and their convergence is proved. Polynomial growth condition and linear growth condition are assumed on the drift operator, respectively for the implicit and explicit schemes.
Keywords
Cite
@article{arxiv.1912.09863,
title = {Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion},
author = {Sima Mehri and Erfan Salavati and Bijan Z. Zangeneh},
journal= {arXiv preprint arXiv:1912.09863},
year = {2022}
}