Averaging evolutionary equations perturbed by random processes with jumps

DOI10.1007/BF01061741zbMath0787.60070MaRDI QIDQ1198871

Yu. V. Kolomiets

Publication date: 16 January 1993

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

weak convergencestochastic evolution equationsunique solution of martingale problem

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Homogenization of nonlinear elliptic systems with zero order term coupling
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments

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