Weak averaging of stochastic evolution equations
Mathematica Bohemica, Tome 120 (1995) no. 1, pp. 91-111

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MR Zbl
A theorem on continuous dependence of solutions to stochastic evolution equations on coefficients is established, covering the classical averaging procedure for stochastic parabolic equations with rapidly oscillating both the drift and the diffusion term.
A theorem on continuous dependence of solutions to stochastic evolution equations on coefficients is established, covering the classical averaging procedure for stochastic parabolic equations with rapidly oscillating both the drift and the diffusion term.
DOI : 10.21136/MB.1995.125891
Classification : 60H10, 60H15
Keywords: stochastic evolution equations; averaging methods; weak convergence
Vrkoč, Ivo. Weak averaging of stochastic evolution equations. Mathematica Bohemica, Tome 120 (1995) no. 1, pp. 91-111. doi: 10.21136/MB.1995.125891
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