Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Standard
Finite element approximation of stochastic partial
differential equations driven by Poisson random measures of
jump type. / Hausenblas, Erika.
in: SIAM J. Numer. Anal., 1999.
in: SIAM J. Numer. Anal., 1999.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Harvard
APA
Vancouver
Hausenblas E. Finite element approximation of stochastic partial
differential equations driven by Poisson random measures of
jump type. SIAM J. Numer. Anal. 1999. doi: 10.1137/050654141
Author
Bibtex - Download
@article{4f59413393094330a5211dd3e40aed3a,
title = "Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type",
author = "Erika Hausenblas",
year = "1999",
doi = "10.1137/050654141",
language = "Undefined/Unknown",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type
AU - Hausenblas, Erika
PY - 1999
Y1 - 1999
UR - http://dx.doi.org/10.1137/050654141
U2 - 10.1137/050654141
DO - 10.1137/050654141
M3 - Article
JO - SIAM J. Numer. Anal.
JF - SIAM J. Numer. Anal.
ER -
