Stochastic Heat Equations with Markovian Switching

  • Qianzhu Fan

Student thesis: Phd


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.
Date of Award1 Aug 2017
Original languageEnglish
Awarding Institution
  • The University of Manchester
SupervisorTusheng Zhang (Supervisor) & Ronnie Loeffen (Supervisor)


  • stability
  • strong Feller property
  • Feller property
  • Ito lemma
  • Markov process
  • Markov chain

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