2 citations · 2 across the 2 of their papers we have counts for
4 papers
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
Ľubomír Baňas, Martin Ondreját
We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element…
Numerical Approximation of Nonlinear SPDE's
Martin Ondrejat, Andreas Prohl, Noel Walkington
The numerical analysis of stochastic parabolic partial differential equations of the form is surveyed, where is a partial operator and a…
Uniqueness of the nonlinear Schrödinger Equation driven by jump processes
Erika Hausenblas, Anne de Bouard, Martin Ondrejat
In a recent paper by the first two named authors, existence of martingale solutions to a stochastic nonlinear Schrödinger equation driven by a Lévy noise was proved. In this paper,…
The nonlinear Schrödinger Equation driven by jump processes
Anne de Bouard, Erika Hausenblas
The main result of the paper is the existence of a solution of the nonlinear Schrödinger equation with a \levy noise with infinite activity. To be more precise, let be the La…