Weak convergence of infinite-dimensional diffusions1
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Publication:4349663
DOI10.1080/07362999708809484zbMath0886.60005OpenAlexW1994442847MaRDI QIDQ4349663
Publication date: 19 April 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999708809484
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Convergence of probability measures (60B10)
Related Items (3)
Limit theorems for cylindrical martingale problems associated with Lévy generators ⋮ The martingale problem method revisited ⋮ Approximating the coefficients in semilinear stochastic partial differential equations
Cites Work
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- A note on nonlinear stochastic equations in Hilbert spaces
- Weak convergence to a Markov process: The martingale approach
- Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
- On abstract parabolic fundamental solutions
- On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces
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