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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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Bibliographic Details
Date:	1992
Main Authors:	Kolomiets , Yu. V., Коломиец , Ю. В.
Format:	Article
Language:	Russian
Published:	Institute of Mathematics, NAS of Ukraine 1992
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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