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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… Click to show full abstract
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.
Keywords:
hydrodynamical type;
driven non;
type systems;
systems driven;
noise;
stochastic hydrodynamical
Journal Title: Stochastics and Dynamics
Year Published: 2017
Link to full text (if available)
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Journal Title: Stochastics and Dynamics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!