Boundary Value Problems for Statistics of Diffusion in a Randomly Switching Environment: PDE and SDE Perspectives

DOI10.1137/15M1038426zbMath1381.35256arXiv1602.07398OpenAlexW2277080394MaRDI QIDQ2819083

Sean D. Lawley

Publication date: 28 September 2016

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07398

zbMATH Keywords

piecewise deterministic Markov processstochastic hybrid systemswitched dynamical systemrandom PDErandomly switching boundary

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Diffusion processes (60J60) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60)

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