A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales

DOI10.1016/S0362-546X(97)00154-5zbMath0893.60027MaRDI QIDQ4378456

Rabi N. Bhattacharya

Publication date: 22 July 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; central limit theorem; multiple spatial scales

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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