✦ LIBER ✦

Weak convergence and approximations for partial differential equations with stochastic coefficients

✍ Scribed by Huang, Hai; Kushner, Harold J.

Book ID: 121349947
Publisher: Informa UK (Taylor & Francis)
Year: 1985
Weight: 958 KB
Volume: 15
Category: Article
ISSN: 0090-9491
DOI: 10.1080/17442508508833357

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rate of Convergence of Wong–Zakai Approx

Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

✍ Istvan Gyongy; Anton Shmatkov 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 699 KB

Approximating the coefficients in semili

Approximating the coefficients in semilinear stochastic partial differential equations

✍ Markus Kunze; Jan van Neerven 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 349 KB

Second-order weak approximations for str

Second-order weak approximations for stratonovich stochastic differential equations

✍ V. Mackevičius 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 861 KB

Continuous weak approximation for stocha

Continuous weak approximation for stochastic differential equations

✍ Kristian Debrabant; Andreas Rößler 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 256 KB

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations (SDEs) by general one-step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second order conditions for a class of continuous stochastic R

Convergence of Weighted Polynomial Appro

Convergence of Weighted Polynomial Approximations to Solutions of Partial Differential Equations with Quasianalytical Coefficients

✍ Alexander G. Kulakov 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 313 KB

Sequences of polynomial functions which converge to solutions of partial differential equations with quasianalytical coefficients are constructed. Estimates of the degree of convergence are also given. 1998 Academic Press 1. INTRODUCTION 0.1 G. Freud and P. Nevai began to develop a theory of weight

On the convergence of partial differenti

On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations

✍ Hisao Watanabe 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 691 KB