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Volumn 14, Issue 2, 2001, Pages 485-494

Weak Convergence of a Planar Random Evolution to the Wiener Process

Author keywords

Random evolution; Random motions; Weak convergence

Indexed keywords


EID: 0035606889     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011167815206     Document Type: Article
Times cited : (10)

References (10)
  • 1
    • 0003179709 scopus 로고
    • Theory of random evolutions with applications to partial differential equations
    • Griego R., and Hersh R. (1971). Theory of random evolutions with applications to partial differential equations. Trans. Amer. Math. Soc. 156, 405-418.
    • (1971) Trans. Amer. Math. Soc. , vol.156 , pp. 405-418
    • Griego, R.1    Hersh, R.2
  • 2
    • 0000298952 scopus 로고
    • Random evolutions: A survey of results and problems
    • Hersh R. (1974). Random evolutions: a survey of results and problems. Rocky Mount. J. Math. 4, 443-496.
    • (1974) Rocky Mount. J. Math. , vol.4 , pp. 443-496
    • Hersh, R.1
  • 3
    • 84980148469 scopus 로고
    • Non-commuting random evolutions and an operator-valued Feynman-Kac formula
    • Hersh R., and Papanicolaou G. (1972). Non-commuting random evolutions and an operator-valued Feynman-Kac formula. Comm. Pure Appl. Math. 25, 337-367.
    • (1972) Comm. Pure Appl. Math. , vol.25 , pp. 337-367
    • Hersh, R.1    Papanicolaou, G.2
  • 4
    • 84980139567 scopus 로고
    • Random evolutions are asymptotically Gaussian
    • Hersh R., and Pinsky M. (1972). Random evolutions are asymptotically Gaussian. Comm. Pure Appl. Math. 25, 33-44.
    • (1972) Comm. Pure Appl. Math. , vol.25 , pp. 33-44
    • Hersh, R.1    Pinsky, M.2
  • 6
    • 0010038267 scopus 로고    scopus 로고
    • The equation of symmetric Markovian random evolution in a plane
    • Kolesnik A. D., and Turbin A. F. (1998). The equation of symmetric Markovian random evolution in a plane. Stoc. Proc. Appl. 75, 67-87.
    • (1998) Stoc. Proc. Appl. , vol.75 , pp. 67-87
    • Kolesnik, A.D.1    Turbin, A.F.2
  • 8
    • 0002546882 scopus 로고
    • A limit theorem for perturbed operator semigroups with applications to random evolutions
    • Kurtz T. (1973). A limit theorem for perturbed operator semigroups with applications to random evolutions. J. Func. Anal. 12, 55-67.
    • (1973) J. Func. Anal. , vol.12 , pp. 55-67
    • Kurtz, T.1
  • 9
    • 0038585922 scopus 로고
    • Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
    • Pinsky M. (1968). Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain. Z. Wahrscheinlichkeitstheorie Verw. Geb. 9, 101-111.
    • (1968) Z. Wahrscheinlichkeitstheorie Verw. Geb. , vol.9 , pp. 101-111
    • Pinsky, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.