A finite difference scheme for conservation laws driven by Levy noise

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A finite difference scheme for conservation laws driven by Levy noise

Author: Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
Tübinger Autor(en):
Majee, Ananta K.
Published in: Ima Journal of Numerical Analysis (2018), Bd. 38, H. 2, S. 998-1050
Verlagsangabe: Oxford Univ Press
Language: English
Full text: http://dx.doi.org/10.1093/imanum/drx023
ISSN: 1464-3642
DDC Classifikation: 510 - Mathematics
Dokumentart: Article
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