Weak convergence and approximations for partial differential equations with stochastic coefficients

DOI10.1080/17442508508833357zbMath0579.60052OpenAlexW2023811393MaRDI QIDQ3702227

Harold J. Kushner, Hai Huang

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833357

zbMATH Keywords

convergenceweakinfinite dimensional diffusionparabolic equation with wide bandwidth coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)

Related Items (3)

Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ The numerical approximation of stochastic partial differential equations

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• An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

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