Copyright © 2013 Yi Shen and Yan Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We investigate a class of stochastic partial differential equations with Markovian switching. By using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory.