Invariance principles for parabolic equations with random coefficients

DOI10.1006/jfan.1997.3107zbMath0894.60055MaRDI QIDQ1370569

Michael A. Kouritzin, Donald A. Dawson

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 invariance principle; weak law of large numbers; pathwise existence and uniqueness; Hilbert-space-based stochastic averaging theory; long range time dependence

Mathematics Subject Classification ID

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

35K40: Second-order parabolic systems

Related Items

Stochastic volatility, smile & asymptotics, Averaging for fundamental solutions of parabolic equations, A strong law of large numbers for super-stable processes

Cites Work

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• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
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