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Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching
Work
Year: 2013
Type: article
Abstract: 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 condi... more
Source: Abstract and Applied Analysis
Authors Yi Shen, Yan Li
Institutions Huazhong University of Science and Technology, Huazhong Agricultural University
Cites: 18
Cited by: 2
Related to: 10
FWCI: 0.329
Citation percentile (by year/subfield): 62.91
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,025
Funders National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 11061031, 11261053