On the Error of Averaging Multidimensional Diffusions
1989; Society for Industrial and Applied Mathematics; Volume: 33; Issue: 1 Linguagem: Inglês
10.1137/1133002
ISSN1095-7219
Autores Tópico(s)Differential Equations and Numerical Methods
ResumoPrevious article Next article On the Error of Averaging Multidimensional DiffusionsV. V. YurinskiiV. V. Yurinskiihttps://doi.org/10.1137/1133002PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. V. Zhikov and , M. M. Sirazhudinov, G-compactness of a class of second-order nondivergence elliptic operators, Izv. Akad. Nauk SSSR Ser. Mat., 45 (1981), 718–733, 927, (In Russian.) 83f:35041 0482.35039 Google Scholar[2] V. V. Yurinskii, Averaging of second-order nondivergent equations with random coefficients, Sibirsk. Mat. Zh., 23 (1982), 176–188, 217, (In Russian.) 83k:60065 Google Scholar[3] George C. Papanicolaou and , S. R. S. Varadhan, G. Kallianpur, , P. R. Krishnaiah and , J. K. Ghosh, Diffusions with random coefficientsStatistics and probability: essays in honor of C. R. Rao, North-Holland, Amsterdam, 1982, 547–552, New York 85e:60082 0486.60076 Google Scholar[4] V. V. Yurinskii, On averaging of diffusion in a random medium, Trudy Inst. Mat., 5 (1985), 75–85, (In Russian.) Google Scholar[5] V. V. Yurinskii, Averaging of symmetric diffusion in a random medium, Sibirsk. Mat. Zh., 27 (1986), 167–180, 215, (In Russian.) 88e:35190 Google Scholar[6] Daniel W. Stroock and , S. R. Srinivasa Varadhan, Multidimensional diffusion processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], Vol. 233, Springer-Verlag, Berlin, 1979xii+338, New York 81f:60108 0426.60069 Google Scholar[7] N. V. Krylov, Controlled diffusion processes, Applications of Mathematics, Vol. 14, Springer-Verlag, New York, 1980xii+308, Berlin 82a:60062 0459.93002 CrossrefGoogle Scholar[8] I. I. Gikhman and , A. V. Skorokhod, Theory of Stochastic Processes, Vol. 3, Springer-Verlag, Berlin-New York, 1979 0404.60061 CrossrefGoogle Scholar[9] Jacques Neveu, Mathematical foundations of the calculus of probability, Translated by Amiel Feinstein, Holden-Day Inc., San Francisco, Calif., 1965xiii+223 33:6660 0137.11301 Google Scholar[10] I. A. Ibragimov and , Yu. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, 443– 48:1287 0219.60027 Google Scholar[11] Olga A. Ladyzhenskaya and , Nina N. Ural'tseva, Linear and quasilinear elliptic equations, Translated from the Russian by Scripta Technica, Inc. Translation editor: Leon Ehrenpreis, Academic Press, New York, 1968xviii+495 39:5941 0164.13002 Google Scholar[12] N. V. Krylov and , M. V. Safonov, A property of the solutions of parabolic equations with measurable coefficients, Izv. Akad. Nauk SSSR Ser. Mat., 44 (1980), 161–175, 239, (In Russian.) 83c:35059 Google Scholar[13] N. S. Bakhvalov and , G. P. Panasenko, Averaging of processes in periodic media, Nauka, Moscow, 1984, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Stochastic Homogenization of Nonconvex Hamilton-Jacobi Equations: A CounterexampleCommunications on Pure and Applied Mathematics, Vol. 70, No. 9 | 25 October 2016 Cross Ref Volume 33, Issue 1| 1989Theory of Probability & Its Applications1-205 History Submitted:13 February 1986Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1133002Article page range:pp. 11-21ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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