Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
نویسندگان
چکیده
منابع مشابه
Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching
and Applied Analysis 3 + 4Lλ 2 j μ g (0, j) 2 HS + λj g (0, j) 2 HS ≤ − μ 2 ‖x‖ 2 H + α 1 , ∀x ∈ H, j ∈ S, (9) whereα 1 := max j∈S[(4λ 2 j ‖ f(0, j)‖ 2 H /μ) +(4Lλ 2 j /μ) ‖ g(0, j) ‖ 2 HS + λj ‖ g(0, j)‖ 2 HS] and ⟨T, S⟩HS := ∑ ∞ i=1 ⟨Te i , Se j ⟩ H for S, T ∈ LHS(H). Denote byZ(t) = (Xx,i(t), ri(t)) themild solution of (4) starting from (x, i) ∈ H × S. For any subset A ∈ B(...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2014
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1409932678