کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4615252 1339311 2015 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Weak averaging of semilinear stochastic differential equations with almost periodic coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Weak averaging of semilinear stochastic differential equations with almost periodic coefficients
چکیده انگلیسی

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged equation is obtained in distribution, as in previous works by Khasminskii and Vrkoč.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 427, Issue 1, 1 July 2015, Pages 336–364
نویسندگان
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