Computing fixed densities of Markov operators defined by stochastic kernels

DOI10.1016/S0893-9659(97)00040-2zbMath0883.65123MaRDI QIDQ1372275

Jiu Ding

Publication date: 1 March 1998

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

convergencefixed pointstochastic kernelerror estimateMarkov operatorfixed densitymethod of Markov finite approximations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Random operators and equations (aspects of stochastic analysis) (60H25) Integral operators (45P05) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Markov finite approximation of Frobenius-Perron operator

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