publication . Article . 2018

Existence and uniqueness of solutions to stochastic heat equations with Markovian switching and Feller property

Qianzhu Fan;
Open Access English
  • Published: 25 Oct 2018
  • Publisher: Taylor and Francis
  • Country: India
AbstractIn 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 Feller property of the solution.
free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability, Applied Mathematics, Fixed-point theorem, Heat equation, Uniqueness, Markov process, symbols.namesake, symbols, Markov chain, Mathematics, Markovian switching, Mathematical analysis
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