Weak convergence and approximations for partial differential equations with stochastic coefficients
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Publication:3702227
DOI10.1080/17442508508833357zbMath0579.60052MaRDI QIDQ3702227
Publication date: 1985
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508508833357
convergence; weak; infinite dimensional diffusion; parabolic equation with wide bandwidth coefficients
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60B10: Convergence of probability measures
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Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence, The numerical approximation of stochastic partial differential equations, A partial history of the early development of continuous-time nonlinear stochastic systems theory
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