The 11th Workshop on Markov Processes and Related Topics
نویسندگان
چکیده
In this paper, we discuss an exponential integrator scheme, based on spatial discretization and time discretization, for a class of stochastic partial differential equations. We show that the scheme has a unique stationary distribution whenever the stepsize is sufficiently small, and that the weak limit of the stationary distribution of the scheme as the stepsize tends to zero is in fact the stationary distribution of the corresponding stochastic partial differential equations.
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