%0 Journal Article %1 barth2010finite %A Barth, Andrea %D 2010 %J Communications on Stochastic Analysis %K ians ians-uq myown %N 3 %P 355-375 %R 10.31390/cosa.4.3.04 %T A finite element method for martingale-driven stochastic partial differential equations %U https://repository.lsu.edu/cosa/vol4/iss3/4 %V 4 %X The main objective of this work is to describe a Galerkin approximation for stochastic partial differential equations driven by square–integrable martingales. Error estimates in the semidiscrete case, where discretization is only done in space, and in the fully discrete case are derived. Parabolic as well as transport equations are studied.

@article{barth2010finite, abstract = {The main objective of this work is to describe a Galerkin approximation for stochastic partial differential equations driven by square–integrable martingales. Error estimates in the semidiscrete case, where discretization is only done in space, and in the fully discrete case are derived. Parabolic as well as transport equations are studied.}, added-at = {2023-12-01T15:39:00.000+0100}, author = {Barth, Andrea}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/265d0a7d1e80746fd7c894962014d0534/abarth}, doi = {10.31390/cosa.4.3.04}, interhash = {c17758582b05c0a6ada73d495b19197b}, intrahash = {65d0a7d1e80746fd7c894962014d0534}, issn = {0973-9599}, journal = {Communications on Stochastic Analysis}, keywords = {ians ians-uq myown}, language = {eng}, number = 3, pages = {355-375}, timestamp = {2023-12-04T12:54:03.000+0100}, title = {A finite element method for martingale-driven stochastic partial differential equations}, url = {https://repository.lsu.edu/cosa/vol4/iss3/4}, volume = 4, year = 2010 }