Weak convergence of infinite-dimensional diffusions1
作者:
Jan Seidler,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 3
页码: 399-417
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809484
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Continuous dependence - in the sense of weak convergence of laws - of martingale solutions to stochastic partial differential equations on coefficients is studied, the results obtained being applicable to equations with rapidly oscillating coefficients. In the proofs, Gatarek's and Goldys’ recent approach to martingale solutions is substantially used
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