Weak convergence and approximations for partial differential equations with stochastic coefficients

DOI10.1080/17442508508833357zbMath0579.60052MaRDI QIDQ3702227

Harold J. Kushner, Hai Huang

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

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

zbMATH Keywords

convergence; weak; infinite dimensional diffusion; parabolic equation with wide bandwidth coefficients

Mathematics Subject Classification ID

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

60B10: Convergence of probability measures

Related Items

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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