Approximation for diffusion in random fields

DOI10.1080/07362999008809210zbMath0709.60063OpenAlexW2019975992MaRDI QIDQ3492528

Capiński, Marek, Zdzisław Brzeźniak, Franco Flandoli

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/07362999008809210

zbMATH Keywords

diffusion approximationstochastic partial differential equationsFeynman-Kac formulaStratonovich equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Heat diffusion in a channel under white noise modeling of turbulence ⋮ On degenerate backward SPDEs in bounded domains under non-local conditions ⋮ From additive to transport noise in 2D fluid dynamics

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• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Stationary Stochastic Processes. (MN-8)
• The log log law for multidimensional stochastic integrals and diffusion processes

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