Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory (Q3681673)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory |
scientific article |
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Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory (English)
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1985
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weak convergence result
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cylindrical Wiener process
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large bandwidth
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approximating some ''weak'' problems as optimal stopping
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