A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
The paper deals with SPDEs driven by Poisson random measures in Banach spaces and its numerical approximation. We investigate the accuracy of space and time approximation. As the space approximation we consider spectral methods and as time approximation the implicit Euler scheme and the explicit Euler scheme.
numerical approximation stochastic partial differential equations stochastic evolution equations time discretization space discretization