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References
H. Huang and H. Kushner: Weak convergence and approximations for partial differential equations with stochastic coefficients, Stochastics 15 (1985), 209–245.
H. Kunita: Convergence of stochastic flows connected with stochastic ordinary differential equations, Stochastics 17 (1986), 215–251.
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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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© 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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