On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations-Reference-Cited by-同舟云学术

On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations

Published:1989-07 Issue:1 Volume:20 Page:81-96
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Watanabe Hisao

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01447648.pdf

Reference15 articles.

1. Bouc R, Pardoux E (1984) Asymptotic analysis of PDEs with wide-band noise disturbance and expansion of the moments. Stochastic Anal Appl 2:369?422

2. Chow PL (1976) Function-space differential equations associated with a stochastic partial differential equation. Indiana Univ Math J 25:609?627

3. Davydov YuA (1968) Convergence of distributions generated by stationary stochastic processes. Theory Probab Appl 13:691?696

4. Friedman A (1964) Partial Differential Equations of Parabolic Type. Prentice-Hall, Englewood Cliffs, NJ

5. Ibragimov IA, Linnik YuV (1971) Independent and stationary sequences of random variables. Wolters-Noordhoff, Groningen

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