Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space

DOI10.1080/07362990802128792zbMath1144.60041MaRDI QIDQ3518309

Pao-Liu Chow

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128792

zbMATH Keywords

singular perturbation; stochastic partial differential equation; Kolmogorov equation; Gauss-Sobolev space

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H25: Random operators and equations (aspects of stochastic analysis)

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