Weak convergence and approximations for partial differential equations with stochastic coefficients

DOI10.1080/17442508508833357zbMATH Open0579.60052OpenAlexW2023811393MaRDI QIDQ3702227FDOQ3702227

Authors: Hai Huang, Harold J. Kushner 

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833357

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zbMATH Keywords

convergenceweakinfinite dimensional diffusionparabolic equation with wide bandwidth coefficients

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Semigroups of conditioned shifts and approximation of Markov processes
• Stochastic partial differential equations and filtering of diffusion processes
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• Asymptotic theory of mixing stochastic ordinary differential equations
• A martingale method for the convergence of a sequence of processes to a jump-diffusion process
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• An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

Cited In (10)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
• The numerical approximation of stochastic partial differential equations
• Title not available (Why is that?)
• Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
• Title not available (Why is that?)
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• Continuous weak approximation for stochastic differential equations

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