Diffusion approximation for hyperbolic stochastic differential equations

Stochastic Processes and their Applications

Volumn 65, Issue 1, 1996, Pages 1-15

  Florit, Carme ^a   Nualart, David ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Diffusion approximations; Hyperbolic stochastic partial differential equations; Martingale problem; Two parameter wiener process

Indexed keywords

EID: 0030582796     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00098-1     Document Type: Article

References (6)

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3. C. Métraux, Quelques inégalités pour martingales à paramètre bidimensionnel, in: A. Dold and B. Eckmann, eds., Lecture Notes in Math, Vol. 649, Séminaire de Probabilités XII. (Univ. de Strasbourg, Springer, Berlin 1976-1977, Vol. 649), pp. 170-179.
4. C. Tudor, A theorem concerning the existence of the weak solutions of the stochastic equation with continuous coefficients in the plane, Rev. Roum. Math. Pures Appl. 22 (1977) 1303-1308.
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6. J. Yeh, Existence of weak solutions to stochastic differential equations in the plane with continuous coefficients, Trans. AMS 290 (1985) 345-361.