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- W2019975992 abstract "We approximate a k:–dimensional Brownian motion w by a process wn with piecewise linear trajectories. The solutions of the partial differential equation converge to the solutions of the corresponding Stratonovich one: . This is proved by emlploying the Feynman–Kac formula for stochastic partial differential equations. In this way the problem of convergence is reduced to the demonstration of a suitabie convergence of solutions of the related ordinary stochastic differential equations which itself is a generalization of known convergence results" @default.
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- W2019975992 title "Approximation for diffusion in random fields" @default.
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- W2019975992 doi "https://doi.org/10.1080/07362999008809210" @default.
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