Invariance principles for parabolic equations with random coefficients

DOI10.1006/JFAN.1997.3107MaRDI QIDQ1370569zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

weak law of large numbersweak invariance principlepathwise existence and uniquenessHilbert-space-based stochastic averaging theorylong range time dependence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40)

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Cited in

(10)

• Stochastic volatility, smile & asymptotics
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• A strong law of large numbers for super-stable processes
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• The Faber-Krahn inequality for random/nonautonomous parabolic equations
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• Averaging for fundamental solutions of parabolic equations
• Time averaging for random nonlinear abstract parabolic equations
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