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math.PR2013★ 1 cited
Numerical Approximation of Stationary Distribution for SPDEs
Jianhai Bao, Chenggui Yuan
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…
math.PR2010
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations
Jianhai Bao, Xuerong Mao, Chenggui Yuan
In this paper we study the well-known Khasminskii-Type Theorem, i.e. the existence and uniqueness of solutions of stochastic evolution delay equations, under local Lipschitz condit…