Averaging of randomly perturbed evolutionary equations

  • Yu. V. Kolomiets

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.
Published
25.07.1993
How to Cite
KolomietsY. V. “Averaging of Randomly Perturbed Evolutionary Equations”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 7, July 1993, pp. 963–971, https://umj.imath.kiev.ua/index.php/umj/article/view/5889.
Section
Research articles