Jianhai Bao, Chenggui Yuan
Published 2013-03-07Version 1
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is sufficiently small, and reveal that the weak limit of the law for the exponential integrator scheme is in fact the counterpart for the stochastic partial differential equation considered.
Invariance of closed convex cones for stochastic partial differential equations
Taylor expansions of solutions of stochastic partial differential equations with additive noise
A Sobolev space theory for the Stochastic Partial Differential Equations with space-time non-local operators
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