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

被引：2
|
作者：
Shen, Yi [1 ]
Li, Yan [1 ,2 ]
机构：
[1] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Peoples R China
[2] Huazhong Agr Univ, Coll Sci, Wuhan 430079, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2013年
基金：
中国国家自然科学基金;
关键词：
STABILITY;
D O I：
10.1155/2013/752953
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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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页数：12
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