Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
Michael Röckner, Longjie Xie, Li Yang
Topics & Concepts
MathematicsMathematical analysisStochastic differential equationHilbert spaceStochastic partial differential equationWeak convergencePartial differential equationLimit (mathematics)First-order partial differential equationCentral limit theoremDifferential equationApplied mathematicsStatisticsAsset (computer security)Computer securityComputer scienceAdvanced Mathematical Modeling in EngineeringStochastic processes and financial applicationsStochastic processes and statistical mechanics