On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations

DOI10.1007/BF01447648zbMATH Open0678.60046MaRDI QIDQ1124209FDOQ1124209

Authors: Hisao Watanabe 

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

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zbMATH Keywords

stochastic partial differential equationsmartingale problemexistence and uniqueness of solutionsspace of Schwartz-distributions

Mathematics Subject Classification ID

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

Cites Work

• Convergence of Distributions Generated by Stationary Stochastic Processes
• Stochastic partial differential equations and diffusion processes
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• On the relation between ordinary and stochastic differential equations
• Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• A limit theorem for turbulent diffusion
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

Cited In (14)

• The scaling limit of the interface of the continuous-space symbiotic branching model
• Homogenization of linear hyperbolic stochastic partial differential equation with rapidly oscillating coefficients: the two scale convergence method
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• Title not available (Why is that?)
• Singular limit for stochastic reaction-diffusion equation and generation of random interfaces
• Asymptotic solutions of linear partial differential equations of first order having random coefficients
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• Diffusion-Approximations for Navier-Stokes Equation in Space-Time Gaussian Velocity Field
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• Algebres nucleaires de fonctions entières et equations aux derivées partielles stochastiques
• Convergence to SPDEs in Stratonovich form
• Estimate of proximity of solution of the initial boundary-value problem for the parabolic equation with quick random oscillations and the solution of Itô's equation
• Title not available (Why is that?)
• Title not available (Why is that?)

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