Invariance principles for parabolic equations with random coefficients

DOI10.1006/jfan.1997.3107zbMath0894.60055OpenAlexW1989053752MaRDI QIDQ1370569

Donald A. Dawson, Michael A. Kouritzin

Publication date: 31 August 1998

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/2991

zbMATH Keywords

weak invariance principleweak law of large numberspathwise existence and uniquenessHilbert-space-based stochastic averaging theorylong range time dependence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40)

Related Items

Stochastic volatility, smile & asymptotics, Averaging for fundamental solutions of parabolic equations, A strong law of large numbers for super-stable processes

Cites Work

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• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
• Invariance principles for sums of Banach space valued random elements and empirical processes
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
• Stochastic Equations in Infinite Dimensions
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