Weak convergence approach for parabolic equations with large, highly oscillatory, random potential
DOI10.1214/14-AIHP637zbMath1343.35019arXiv1304.5005OpenAlexW1504998298MaRDI QIDQ5963218
Publication date: 4 March 2016
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5005
Feynman-Kac formulaweak convergence methodsBrownian motion in random scenerylarge oscillatory potential
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order parabolic equations (35K10)
Related Items (5)
This page was built for publication: Weak convergence approach for parabolic equations with large, highly oscillatory, random potential