Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion

12/20/2019

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Stochastic evolution equations with compensated Poisson noise are considered in the variational approach. Here the Poisson noise is assumed to be time-homogeneous with σ-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.

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Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion

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