Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments

From MaRDI portal
Publication:3694371

DOI10.1080/07362998408809044zbMath0574.60066OpenAlexW2084531879MaRDI QIDQ3694371

Etienne Pardoux, Robert Bouc

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/07362998408809044




Related Items

On the Poisson equation and diffusion approximation. IHomogenization for stochastic reaction-diffusion equations with singular perturbation termWeak convergence and approximations for partial differential equations with stochastic coefficientsAveraging of randomly perturbed evolutionary equationsAsymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputsHomogenization of random parabolic operator with large potential.Convergence d'une méthode de fermeture pour le calcul des moments d'une classe d'équations différentielles stochastiques. (Convergence of a closure method for the calculus of moments for a class of stochastic differential equations.)Almost sure approximation of Wong-Zakai type for stochastic partial differential equationsApproximate and limit results for nonlinear filters with wide bandwith observation noiseSecond-order discretization schemes of stochastic differential systems for the computation of the invariant lawApproximate discrete-time schemes for statistics of diffusion processesOn the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equationsHomogenization of an advection equation with locally stationary random coefficientsA diffusion-approximation theorem in navier-stokes equationAveraging evolutionary equations perturbed by random processes with jumpsMulti-scaled diffusion-approximation. Applications to wave propagation in random media.Fluctuations of Random Semilinear Advection EquationsThe parametrix method approach to diffusions in a turbulent Gaussian environmentScaling limits and homogenization of mixing Hamilton-Jacobi equationsSingular limit for stochastic reaction-diffusion equation and generation of random interfacesSpectral methods for identifying scalar diffusionsHomogenization of a nonlinear random parabolic partial differential equation.Self-averaging radiative transfer for parabolic waves



Cites Work