Approximation of the stochastic 2D hydrodynamical type systems driven by non-Gaussian Levy noise

被引：0

作者：

Deugoue, Gabriel ^{[1
]}

机构：

[1] Univ Dschang, Dept Math & Comp Sci, POB 67, Dschang, Cameroon

来源：

STOCHASTICS AND DYNAMICS | 2017年 / 17卷 / 06期

关键词：

Levy noise; numerical scheme; convergence; COEFFICIENTS;

D O I：

10.1142/S0219493717500484

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose and analyze a numerical scheme for the approximation of the solution for the stochastic 2D hydrodynamical type systems driven by non-Gaussian Levy noise. We prove the convergence of the scheme which is a linear evolution equation with additive noise.

引用

页数：23

共 16 条

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