Weak convergence and approximations for partial differential equations with stochastic coefficients

DOI10.1080/17442508508833357MaRDI QIDQ3702227zbMATH OpenOpenAlexFDO

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

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)

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• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• Asymptotic theory of mixing stochastic ordinary differential equations
• Semigroups of conditioned shifts and approximation of Markov processes
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Stochastic partial differential equations and filtering of diffusion processes

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
• scientific article; zbMATH DE number 4052714 (Why is no real title available?)
• Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
• scientific article; zbMATH DE number 4166163 (Why is no real title available?)
• 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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