Blar i HVL Open på forfatter "Noupelah, Jean Daniel"
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Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
Noupelah, Jean Daniel; Tambue, Antoine (Peer reviewed; Journal article, 2020)In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter H>12 and ...