A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes

DOI10.1007/s11009-022-09945-2zbMath1506.60079arXiv1901.10635MaRDI QIDQ2684946

Vikram Sunkara, Małgorzata M. O'Reilly, Nigel G. Bean, Angus Lewis, Giang T. Nguyen

Publication date: 17 February 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10635

zbMATH Keywords

discontinuous Galerkin method; stationary distribution; stochastic fluid-fluid processes

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60J27: Continuous-time Markov processes on discrete state spaces

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