Weak convergence of infinite-dimensional diffusions1
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Publication:4349663
DOI10.1080/07362999708809484zbMath0886.60005OpenAlexW1994442847MaRDI QIDQ4349663
Publication date: 19 April 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999708809484
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Convergence of probability measures (60B10)
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Cites Work
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- A note on nonlinear stochastic equations in Hilbert spaces
- Weak convergence to a Markov process: The martingale approach
- Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
- On abstract parabolic fundamental solutions
- On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces
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