Diffusion approximation for hyperbolic stochastic differential equations

DOI10.1016/S0304-4149(96)00098-1zbMath0889.60070MaRDI QIDQ1382465

Carme Florit, David Nualart

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

diffusion approximationBrownian sheetmartingale problemhyperbolic stochastic partial differential equations

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Weak convergence to a class of Gaussian proccesses in anisotropique ⋮ Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs ⋮ An approximation result for a quasi-linear stochastic heat equation

Cites Work

• Stochastic integrals in the plane
• A diffusion approximation result for two parameter processes
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
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