Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations*
作者:
Heinz W. Engl,
Werner Römisch,
期刊:
Numerical Functional Analysis and Optimization
(Taylor Available online 1987)
卷期:
Volume 9,
issue 1-2
页码: 61-104
ISSN:0163-0563
年代: 1987
DOI:10.1080/01630568708816226
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper, we considerably extend our earlier result about convergence in distribution of approximate solutions: of random operator equations, where the stochastic inputs and the underlying deterministic equation are simultaneously approximated. As a by-product, we obtain convergence results for approximate solutions of equations between spaces of probability measures. We apply our results to random Fredholm integral equations of the second kind and to a random [nbar]onlinear elliptic boundary value problem.
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