Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728146
Title: Stochastic heat equations with Markovian switching
Author: Fan, Qianzhu
ISNI:       0000 0004 6498 0837
Awarding Body: University of Manchester
Current Institution: University of Manchester
Date of Award: 2017
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Abstract:
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.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.728146  DOI: Not available
Keywords: stability ; strong Feller property ; Feller property ; Ito lemma ; Markov chain ; Markov process
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