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
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
Journal title :
Stochastic Processes and their Applications
