Approximation of the stochastic 2D hydrodynamical type systems driven by non-Gaussian Lévy noise
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DOI: 10.1142/s0219493717500484
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… read more here.
Keywords: hydrodynamical type; driven non; type systems; systems driven ... See more keywords