A limit theorem for linear boundary value problems in random media

DOI10.1214/aoap/1177005072zbMath0802.60058OpenAlexW1996599098MaRDI QIDQ1333391

Ely Merzbach, Jean-Pierre Fouque

Publication date: 12 December 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005072

zbMATH Keywords

asymptotic behaviorrandom coefficientslinear equationswaves in random mediadiffusion-approximationlinear stochastic differential equationsaffine boundary conditionsgeneralized Stratonovich integralsMarkov field propertyrandom external forcestransmission-reflection problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random vibrations in dynamical problems in solid mechanics (74H50) Waves in solid mechanics (74J99)

Related Items (3)

Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions ⋮ An adaptive algorithm for solving stochastic multi-point boundary value problems ⋮ Weak approximations. A Malliavin calculus approach

This page was built for publication: A limit theorem for linear boundary value problems in random media