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scientific article; zbMATH DE number 1537451
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scientific article; zbMATH DE number 1537451 |
Statements
1 December 2000
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stochastic differential equations
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Hilbert space
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asymptotic expansion
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limit theorems
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weak compactness of measures
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0.8191899061203003
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[For part I see ibid. 58, 123-137 (1999), resp. ibid. 58, 114-127 (1998; Zbl 0940.60082).] The authors investigate stochastic differential equations in a Hilbert space with a linear operator valued drift and nonlinear diffusion. Conditions for weak convergence of measures which correspond to solutions of these stochastic differential equations are considered. Also, linear stochastic differential equations in a Hilbert space with parameter \(\varepsilon>0\) are studied. Asymptotic of the first exit time beyond the bound of some region in a Hilbert space for solutions of such perturbed stochastic differential equations is investigated.
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