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Chapitre D'ouvrage Année : 1992

Particle approximation for first―order SPDE's

Résumé

A class of degenerate second order stochastic PDE is considered, for which a representation result in terms of stochastic characteristics has been proved by Krylov and Rozovskii and by Kunita. An example of a stochastic PDE in this class has been exhibited in Florchinger and Le Gland.

Dates et versions

hal-00912047 , version 1 (02-12-2013)

Identifiants

Citer

Patrick Florchinger, François Le Gland. Particle approximation for first―order SPDE's. Karatzas, Ioannis and Ocone, Daniel L. Applied Stochastic Analysis, Rutgers University 1991, 177, Springer, pp.121-133, 1992, Lecture Notes in Control and Information Sciences, ⟨10.1007/BFb0007052⟩. ⟨hal-00912047⟩
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