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The notion of weak uniqueness requiring that the joint distribution of the solution and the stochastic inputs be uniquely determined used by Engelbert and also by Jacod (12) is
Walsh’s theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation,
We also discuss applications of these bounds to the central limit theorem, simple random sampling, Poisson- Charlier approximation and geometric approximation using
The purpose of this note is to prove a central limit theorem for the third integrated moment of the Brownian local time increments using techniques of stochastic analysis.. This
(1992) Limit theorems on large deviations for semimartin- gales, Stochastic and Stochastics Reports. (1997) Estimation of a dynamic function for a stochastic system with a
We consider a system of nonlinear partial differential equations with stochastic dynamical boundary conditions that arises in models of neurophysiology for the diffusion of
It is demonstrated in Xiong [24] that the conditional log-Laplace transform is a powerful tool in the study of the longterm behavior for the superprocess under a stochastic flow..
For the one-dimensional totally asymmetric K -exclusion process, which does not have explicit invariant measures, a strong hydrodynamic limit was established in [ 37 ] , starting
