Title of article
Diffusion approximation for hyperbolic stochastic differential equations
Author/Authors
Florit، نويسنده , , Carme and Nualart، نويسنده , , David، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
15
From page
1
To page
15
Abstract
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the plane driven by a two-parameter Wiener process. This result is obtained by means of the martingale problem approach for two-parameter processes.
Keywords
Two-parameter Wiener process , Martingale problem , Hyperbolic stochastic partial differential equations , Diffusion approximations , 60G60 , 60H15
Journal title
Stochastic Processes and their Applications
Serial Year
1996
Journal title
Stochastic Processes and their Applications
Record number
1575966
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