Invariance principles for parabolic equations with random coefficients
DOI10.1006/JFAN.1997.3107zbMATH Open0894.60055OpenAlexW1989053752MaRDI QIDQ1370569FDOQ1370569
Authors: Donald A. Dawson, Michael A. Kouritzin 
Publication date: 31 August 1998
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/2991
Recommendations
weak law of large numbersweak invariance principlepathwise existence and uniquenessHilbert-space-based stochastic averaging theorylong range time dependence
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40)
Cites Work
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Cited In (10)
- Stochastic volatility, smile & asymptotics
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- Time averaging for random nonlinear abstract parabolic equations
- Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
- Averaging for fundamental solutions of parabolic equations
- Title not available (Why is that?)
- On time averaging for nonlinear abstract parabolic equations with random coefficients
- A strong law of large numbers for super-stable processes
- The Faber-Krahn inequality for random/nonautonomous parabolic equations
- Averaging of Attractors and Inertial Manifolds for Parabolic PDE With Random Coefficients
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