Averaging of randomly perturbed evolutionary equations

Evolutionary equations with coefficients perturbed by diffusion processes are considered. It is proved that the solutions of these equations converge weakly in distribution, as a small parameter tends to zero, to a unique solution of a martingale problem that corresponds to an evolutionary stochasti...

Full description

Saved in:
Bibliographic Details
Date:1993
Main Authors: Kolomiets, Yu. V., Коломиец, Ю. В.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1993
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5889
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Ukrains’kyi Matematychnyi Zhurnal
Download file: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal