Averaging of evolution equations disturbed by random processes with jumps
Weak convergence of measures generated by solutions of an evolutionary equation dependent on a small parameter to the unique solution of the martingale problem corresponding to the stochastic evolutionary equation is proved. The coefficients of the initial equation depend on random Markov processes...
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| Datum: | 1992 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/7834 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | Weak convergence of measures generated by solutions of an evolutionary equation dependent on a small parameter to the unique solution of the martingale problem corresponding to the stochastic evolutionary equation is proved. The coefficients of the initial equation depend on random Markov processes with jumps. |
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