Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching

DOI10.1155/2013/752953zbMath1279.60082OpenAlexW1999614850WikidataQ58917354 ScholiaQ58917354MaRDI QIDQ370188

Yan Li, Yi Shen

Publication date: 19 September 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/752953

zbMATH Keywords

stochastic partial differential equationsMarkovian switchingEuler-Maruyama scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fractional partial differential equations (35R11)

Related Items (1)

Analysis on the stability of numerical schemes for a class of stochastic partial differential systems

Cites Work

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• Stability in distribution of mild solutions to stochastic partial differential equations
• Numerical methods for stochastic parabolic PDEs
• Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
• Stochastic Differential Equations with Markovian Switching

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