Entropy Dissipation Semi-Discretization Schemes for Fokker–Planck Equations
نویسندگان
چکیده
منابع مشابه
On Discretization Schemes for Stochastic Evolution Equations
Let V →֒ H →֒ V ∗ be a normal triple of spaces with dense and continuous embeddings, where V is a reflexive Banach space, H is a Hilbert space, identified with its dual by means of the inner product in H , and V ∗ is the dual of V . Let W = (Wt)t≥0 be an r-dimensional Brownian motion carried by a stochastic basis (Ω,F , (Ft)t≥0, P ). In this paper, we study the approximation of the solution to th...
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ژورنال
عنوان ژورنال: Journal of Dynamics and Differential Equations
سال: 2018
ISSN: 1040-7294,1572-9222
DOI: 10.1007/s10884-018-9659-x