Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory (Q3681673)
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scientific article; zbMATH DE number 3903687
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| English | Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory |
scientific article; zbMATH DE number 3903687 |
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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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0.8438764810562134
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0.8241217732429504
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0.8148739337921143
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