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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Ukrains’kyi Matematychnyi Zhurnal