Approximation for diffusion in random fields

DOI10.1080/07362999008809210MaRDI QIDQ3492528zbMATH OpenOpenAlexFDO

Authors Zdzislaw Brzezniak, Marek Capiński, Franco Flandoli

Publication date 1990

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999008809210

zbMATH Keywords

diffusion approximationFeynman-Kac formulastochastic partial differential equationsStratonovich equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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Cites work

• A convergence result for stochastic partial differential equations
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
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• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• On the gap between deterministic and stochastic ordinary differential equations
• Stability of semilinear stochastic evolution equations
• Stationary Stochastic Processes. (MN-8)
• The log log law for multidimensional stochastic integrals and diffusion processes

Cited in

(12)

• The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• From additive to transport noise in 2D fluid dynamics
• Heat diffusion in a channel under white noise modeling of turbulence
• scientific article; zbMATH DE number 4201279 (Why is no real title available?)
• scientific article; zbMATH DE number 4042981 (Why is no real title available?)
• scientific article; zbMATH DE number 176098 (Why is no real title available?)
• scientific article; zbMATH DE number 503114 (Why is no real title available?)
• scientific article; zbMATH DE number 4001125 (Why is no real title available?)
• scientific article; zbMATH DE number 843982 (Why is no real title available?)
• On degenerate backward SPDEs in bounded domains under non-local conditions
• Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs

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