Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type
Research output: Contribution to journal › Article › Research › peer-review
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.
Research output: Contribution to journal › Article › Research › peer-review
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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
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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 -