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A limit theorem for stochastic partial differential equations

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. H. Huang and H. Kushner: Weak convergence and approximations for partial differential equations with stochastic coefficients, Stochastics 15 (1985), 209–245.

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  2. H. Kunita: Convergence of stochastic flows connected with stochastic ordinary differential equations, Stochastics 17 (1986), 215–251.

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  3. H. Kunita: On stochastic flows and applications, Tata institute of fundamental research, Bonbay, to appear.

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  4. H. Kunita: Stochastic flows and stochastic partial differential equations, Proceedings of ICM-86, Berkeley, to appear.

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  5. E. Pardoux and R. Bouc: PDE with random coefficients: Asymptotic expansion for the moments, Lecture Notes in Control and Inf. Science 42, ed. Fleming and Gorostiza, 1982, 276–289.

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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Kunita, H. (1988). A limit theorem for stochastic partial differential equations. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078478

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  • DOI: https://doi.org/10.1007/BFb0078478

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

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