Computing fixed densities of Markov operators defined by stochastic kernels

DOI10.1016/S0893-9659(97)00040-2MaRDI QIDQ1372275zbMATH OpenFDO

Authors J. Ding

Publication date 1 March 1998

Published in Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

convergenceMarkov operatorerror estimatefixed pointstochastic kernelfixed densitymethod of Markov finite approximations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20) Integral operators (45P05) Stochastic integral equations (60H20) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cites work

• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• Markov finite approximation of Frobenius-Perron operator

Cited in

(1)

• scientific article; zbMATH DE number 1504492 (Why is no real title available?)

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