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Ukrainian Mathematical Journal

, Volume 45, Issue 7, pp 1066–1076 | Cite as

Averaging of randomly perturbed evolutionary equations

  • Yu. V. Kolomiets
Article
  • 21 Downloads

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.

Keywords

Unique Solution Evolutionary Equation Diffusion Process Small Parameter Stochastic Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • Yu. V. Kolomiets
    • 1
  1. 1.Institute of Applied Mathematics and MechanicsUkrainian Academy of SciencesDonetsk

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