Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4640059 | Journal of Computational and Applied Mathematics | 2012 | 9 Pages |
Abstract
This work describes a Galerkin type method for stochastic partial differential equations of Zakai type driven by an infinite dimensional càdlàg square integrable martingale. Error estimates in the semidiscrete case, where discretization is only done in space, are derived in LpLp and almost sure senses. Simulations confirm the theoretical results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Annika Lang,