Averaging of randomly perturbed evolutionary equations
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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.
KeywordsUnique Solution Evolutionary Equation Diffusion Process Small Parameter Stochastic Equation
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