Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure.
Aurelien Junior NoupelahAntoine TambuePublished in: CoRR (2019)
Keyphrases
- finite element
- fractional brownian motion
- convergence rate
- long range
- non stationary
- stochastic differential equations
- long range dependence
- finite element analysis
- mesh generation
- random fields
- fractal dimension
- soft tissue
- boundary element
- finite element model
- finite element method
- finite difference
- gaussian kernels
- financial markets
- distance measure
- image processing
- differential equations
- conditional random fields
- probabilistic model
- dynamic programming