Diffusion Processes Depending on a Small Parameter

DOI10.1137/1107013MaRDI QIDQ3849291zbMATH OpenOpenAlexFDO

Authors Yu. N. Blagoveshchenskii

Publication date 1962

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1107013

zbMATH Keywords

probability theory

Cited in

(9)

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• Universal upper estimate for prediction errors under moderate model uncertainty
• Heat-content and diffusive leakage from material sets in the low-diffusivity limit
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• Transport and scale interactions in geophysical flows. Abstracts from the workshop held July 16--21, 2023
• DynGMA: a robust approach for learning stochastic differential equations from data
• Rigorous convergence bounds for stochastic differential equations with application to uncertainty quantification
• Noisy heteroclinic networks

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