A perturbation theory for ergodic markov chains and application to numerical approximations

SIAM Journal on Numerical Analysis

Volumn 37, Issue 4, 2000, Pages 1120-1137

  Shardlow, T ^a,b   Stuart, A M ^a,c  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Ergodic theory; Markov chains; Numerical approximations; Random impulses; Stochastic differential equations; Stochastic partial differential equations

Indexed keywords

EID: 0000076283     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142998337235     Document Type: Article

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