Random evolutions are asymptotically gaussian

Author:

Hersh R.,Pinsky M.

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference7 articles.

1. and , Random evolutions, Markov chains, and systems of partial differential equations, Proc. Nat. Acad. Sci., February 1969.

2. and , Theory of random evolutions with applications to partial differential equations, Trans. Amer. Math. Soc., May, 1971, pp. 405–418.

3. Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain

4. Explicit solution of a class of higher order Cauchy problems, J. of Differential Equations, November, 1970, pp. 570–579.

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