The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
Sign Up to like & getrecommendations! Published in 2018 at "Nonlinear Analysis: Real World Applications"
DOI: 10.1016/j.nonrwa.2018.04.002
Abstract: Abstract Our aim in this article is to show the local existence of pathwise solutions of the Euler equations driven by a general Levy noise, in all space dimensions and for strictly positive time almost… read more here.
Keywords: driven noise; inviscid incompressible; equations inviscid; euler equations ... See more keywords
The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Computer Mathematics"
DOI: 10.1080/00207160.2020.1748187
Abstract: ABSTRACT This paper aims to consider stochastic differential equations with piecewise continuous arguments (SDEPCAs) driven by Lévy noise where both drift and diffusion coefficients satisfy local Lipschitz condition plus Khasminskii-type condition and the jump coefficient… read more here.
Keywords: driven noise; stochastic differential; differential equations; piecewise continuous ... See more keywords