Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations

DOI10.1090/S0033-569X-08-01102-6zbMATH Open1153.60033OpenAlexW1969342206MaRDI QIDQ3533905FDOQ3533905

Authors: Peter M. Kotelenez 

Publication date: 24 October 2008

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.ams.org/distribution/qam/2008-66-03/S0033-569X-08-01102-6/home.html

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• COMPARISON OF THE LONG-TIME BEHAVIOR OF LINEAR ITO AND STRATONOVICH PARTIAL DIFFERENTIAL EQUATIONS

zbMATH Keywords

macroscopic limitmesoscopic equationsStratonovich differentialquasi-linear stochastic partial differential equationnoncoercive stochastic PDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (2)

• Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
• COMPARISON OF THE LONG-TIME BEHAVIOR OF LINEAR ITO AND STRATONOVICH PARTIAL DIFFERENTIAL EQUATIONS

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