This thesis consists of three parts. In the first part, we recall some background theory that will be used throughout the thesis. In the second part, we studied the existence and uniqueness of solutions of the stochastic heat equations with Markovian switching. In the third part, we investigate the properties of solutions, such as Feller property, strong Feller property and stability.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:728146 |
| Date | January 2017 |
| Creators | Fan, Qianzhu |
| Publisher | University of Manchester |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://www.research.manchester.ac.uk/portal/en/theses/stochastic-heat-equations-with-markovian-switching(8958d026-671e-4c63-a639-b4a7b120a968).html |
Page generated in 0.0016 seconds