Abstract
Evolutionary equations with coefficients perturbed by diffusion processes are considered. It is proved that the solutions of these equations converge weakly in distribution, as a small parameter tends to zero, to a unique solution of a martingale problem that corresponds to an evolutionary stochastic equation in the case where the powers of a small parameter are inconsistent.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 7, pp. 963–971, July, 1993.
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Kolomiets, Y.V. Averaging of randomly perturbed evolutionary equations. Ukr Math J 45, 1066–1076 (1993). https://doi.org/10.1007/BF01057453
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DOI: https://doi.org/10.1007/BF01057453