Averaging for fundamental solutions of parabolic equations
From MaRDI portal
Publication:1355837
DOI10.1006/jdeq.1996.3244zbMath0911.35057OpenAlexW1999214603MaRDI QIDQ1355837
Publication date: 4 May 1999
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/2905
Asymptotic behavior of solutions to PDEs (35B40) Initial value problems for higher-order parabolic equations (35K30) Fundamental solutions to PDEs and systems of PDEs with constant coefficients (35E05)
Related Items
On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise, \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps, Invariance principles for parabolic equations with random coefficients, A strong law of large numbers for super-stable processes, Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations, Local volatility dynamic models
Cites Work
- Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
- Invariance principles for parabolic equations with random coefficients
- Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
- Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
- Averaging methods in nonlinear dynamical systems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item