Stochastic processes and perturbation problems defined by parabolic equations with a small parameter

DOI10.1016/S0362-546X(97)00124-7MaRDI QIDQ4378959zbMATH OpenFDO

Authors Michael A. Kouritzin

Publication date 1 July 1998

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

Full work available at URL https://doi.org/10.1016/S0362-546X(97)00124-7

zbMATH Keywords

limiting propertiesrandom coefficients

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Higher-order parabolic equations (35K25) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• scientific article; zbMATH DE number 1135627
• scientific article; zbMATH DE number 4182539
• Small perturbation of stochastic parabolic equations: A power series analysis
• On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations

Cites work

• Approximations for singularly perturbed parabolic equations of arbitrary order
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• scientific article; zbMATH DE number 3321765 (Why is no real title available?)
• Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

Cited in

(20)

• The probabilistic approach to the analysis of the limiting behavior of an integro-differential equation depending on a small parameter, and its application to stochastic processes
• On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
• A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.
• Small perturbation of stochastic parabolic equations: A power series analysis
• On a perturbation method for stochastic parabolic PDE
• Nonlinear stochastic perturbations of dynamical systems and quasi-linear parabolic PDE's with a small parameter
• Estimations for solution of two-parametric stochastic differential equations with small parameter in Hilbert space
• On existence and uniqueness of the solution of a boundary value problem for a parabolic equation with random perturbations
• Limit of a parabolic PDE solution depending on two parameters
• Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter
• scientific article; zbMATH DE number 4218129 (Why is no real title available?)
• scientific article; zbMATH DE number 4162795 (Why is no real title available?)
• scientific article; zbMATH DE number 15198 (Why is no real title available?)
• scientific article; zbMATH DE number 28605 (Why is no real title available?)
• scientific article; zbMATH DE number 1135627 (Why is no real title available?)
• scientific article; zbMATH DE number 811911 (Why is no real title available?)
• Limit behavior of Cauchy problem solution of parabolic equation
• scientific article; zbMATH DE number 4182539 (Why is no real title available?)
• Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter
• Singular perturbations to semilinear stochastic heat equations

This page was built for publication: Stochastic processes and perturbation problems defined by parabolic equations with a small parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4378959)