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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| Date: | 1992 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7834 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512778995892224 |
|---|---|
| author | Kolomiets , Yu. V. Коломиец , Ю. В. |
| author_facet | Kolomiets , Yu. V. Коломиец , Ю. В. |
| author_sort | Kolomiets , Yu. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2023-09-27T12:27:08Z |
| description | 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. |
| first_indexed | 2026-03-24T03:34:12Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-7834 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus |
| last_indexed | 2026-03-24T03:34:12Z |
| publishDate | 1992 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/3d/6cb8d1e0271901ee754b1ce4425e583d.pdf |
| spelling | umjimathkievua-article-78342023-09-27T12:27:08Z Averaging of evolution equations disturbed by random processes with jumps Об усреднении эволюционных уравнений, возмущаемых случайными процессами со скачками Kolomiets , Yu. V. Коломиец , Ю. В. 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. Доказывается слабая сходимость мер, порождаемых решениями эволюционного уравнения, зависящих от малого параметра, к единственному решению проблемы мартингалов, соответствующей стохастическому эволюционному уравнению. Коэффициенты исходного уравнения зависят от случайных марковских процессов со скачками. Доводиться слабка збіжність мір, породжених розв’язками еволюційного рівняння, залежних від малого параметра, до єдиного розв’язку проблеми мартингалів, що відповідає стохастичному еволюційному рівнянню. Коефіцієнти вихідного рівняння залежать від випадкових марковських процесів з стрибками. Institute of Mathematics, NAS of Ukraine 1992-02-28 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7834 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 2 (1992); 197-207 Український математичний журнал; Том 44 № 2 (1992); 197-207 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/7834/9483 Copyright (c) 1992 Yu. V. Kolomiets |
| spellingShingle | Kolomiets , Yu. V. Коломиец , Ю. В. Averaging of evolution equations disturbed by random processes with jumps |
| title | Averaging of evolution equations disturbed by random processes with jumps |
| title_alt | Об усреднении эволюционных уравнений, возмущаемых случайными процессами со скачками |
| title_full | Averaging of evolution equations disturbed by random processes with jumps |
| title_fullStr | Averaging of evolution equations disturbed by random processes with jumps |
| title_full_unstemmed | Averaging of evolution equations disturbed by random processes with jumps |
| title_short | Averaging of evolution equations disturbed by random processes with jumps |
| title_sort | averaging of evolution equations disturbed by random processes with jumps |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7834 |
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