Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (Q370188): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
Changed an Item
Property / author
 
Property / author: Yi Shen / rank
 
Normal rank
Property / review text
 
Summary: We investigate a class of stochastic partial differential equations with Markovian switching. Using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory.
Property / review text: Summary: We investigate a class of stochastic partial differential equations with Markovian switching. Using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory. / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H15 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H35 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35R11 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6209430 / rank
 
Normal rank
Property / zbMATH Keywords
 
stochastic partial differential equations
Property / zbMATH Keywords: stochastic partial differential equations / rank
 
Normal rank
Property / zbMATH Keywords
 
Markovian switching
Property / zbMATH Keywords: Markovian switching / rank
 
Normal rank
Property / zbMATH Keywords
 
Euler-Maruyama scheme
Property / zbMATH Keywords: Euler-Maruyama scheme / rank
 
Normal rank

Revision as of 12:37, 28 June 2023

scientific article
Language Label Description Also known as
English
Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching
scientific article

    Statements

    Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (English)
    0 references
    0 references
    0 references
    0 references
    19 September 2013
    0 references
    Summary: We investigate a class of stochastic partial differential equations with Markovian switching. Using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory.
    0 references
    stochastic partial differential equations
    0 references
    Markovian switching
    0 references
    Euler-Maruyama scheme
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references