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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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