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Probabilistic Models for Nonlinear Partial Differential Equations pp 197–285Cite as

Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case

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Authors and Affiliations

  1. Departments of Mathematics and Statistics, University of Wisconsin-Madison, 53706-1388, Madison, WI, USA

    Thomas G. Kurtz

  2. Departments of Mathematics and Statistics, Purdue University, 47907-1395, West Lafayette, IN, USA

    Philip E. Protter

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  1. Thomas G. Kurtz
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Denis Talay Luciano Tubaro

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Kurtz, T.G., Protter, P.E. (1996). Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case. In: Talay, D., Tubaro, L. (eds) Probabilistic Models for Nonlinear Partial Differential Equations. Lecture Notes in Mathematics, vol 1627. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0093181

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  • DOI: https://doi.org/10.1007/BFb0093181

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