Fan, Q. (2018) Existence and uniqueness of solutions to stochastic heat equations with Markovian switching and Feller property. Stochastic Analysis and Applications, 36(6), pp. 1006-1020. (doi: 10.1080/07362994.2018.1524302)
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169112.pdf - Accepted Version 502kB |
Abstract
In this paper, we focus on two-component Markov processes which consist of continuous dynamics and discrete events. Using the classical fixed point theorem for contractions to investigate the existence and uniqueness of solutions of stochastic heat equations with Markovian switching, then developing the corresponding the Feller property of the solution.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Fan, Ms Qianzhu |
| Authors: | Fan, Q. |
| College/School: | UNSPECIFIED |
| Journal Name: | Stochastic Analysis and Applications |
| Publisher: | Taylor and Francis |
| ISSN: | 0736-2994 |
| ISSN (Online): | 1532-9356 |
| Published Online: | 25 October 2018 |
| Copyright Holders: | Copyright © 2018 Taylor and Francis |
| First Published: | First published in Stochastic Analysis and Applications 36(6):1006-1020 |
| Publisher Policy: | Reproduced in accordance with the publisher copyright policy |
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