A limit theorem for linear boundary value problems in random media

DOI10.1214/AOAP/1177005072MaRDI QIDQ1333391zbMATH OpenOpenAlexFDO

Authors Ely Merzbach, Jean-Pierre Fouque

Publication date 12 December 1994

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005072

zbMATH Keywords

affine boundary conditionsasymptotic behaviordiffusion-approximationgeneralized Stratonovich integralslinear equationslinear stochastic differential equationsMarkov field propertyrandom coefficientsrandom external forcestransmission-reflection problemwaves in random media

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random vibrations in dynamical problems in solid mechanics (74H50) Waves in solid mechanics (74J99)

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