On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations (Q2736988)
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scientific article; zbMATH DE number 1645070
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations |
scientific article; zbMATH DE number 1645070 |
Statements
11 September 2001
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Cauchy problem
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rate of convergence
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Itô equation
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estimate
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On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations (English)
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The rate of convergence of a realization of the classical solution to the Cauchy problem for the parabolic equation with quick random oscillations to a solution of the Itô equation in the uniform metric in probability is investigated. Estimates of convergence are proposed.
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