Computing fixed densities of Markov operators defined by stochastic kernels

DOI10.1016/S0893-9659(97)00040-2zbMATH Open0883.65123MaRDI QIDQ1372275FDOQ1372275

Authors: J. Ding 

Publication date: 1 March 1998

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

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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)

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

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