Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching | Zendy

Yi Shen | Zendy; Yan Li | Zendy

Open Access

Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching

Author(s) -

Yi Shen,

Yan Li

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/752953

Subject(s) - mathematics , uniqueness , stochastic partial differential equation , markov chain , class (philosophy) , stochastic differential equation , partial differential equation , markov process , mathematical analysis , statistics , artificial intelligence , computer science

We investigate a class of stochastic partial differential equations with Markovian switching. By 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

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