Stochastic processes and perturbation problems defined by parabolic equations with a small parameter (Q4378959)
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scientific article; zbMATH DE number 1124951
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| English | Stochastic processes and perturbation problems defined by parabolic equations with a small parameter |
scientific article; zbMATH DE number 1124951 |
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Stochastic processes and perturbation problems defined by parabolic equations with a small parameter (English)
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1 July 1998
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limiting properties
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random coefficients
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0.8319954872131348
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For the equation \[ \partial_tu^{\varepsilon}(t,x)=\sum_{|k|\leq q}A_k({\textstyle\frac t{\varepsilon}},x)\partial^k_xu^{\varepsilon}(t,x)+g^{\varepsilon}(t,x) \] the limiting properties (as \(\varepsilon\to 0\)) of \(\partial^m_xu^{\varepsilon}\) are studied. Random coefficients \(A_k\) are also allowed, and under certain weak assumptions the convergence in distribution is established.
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