Particle approximation for first―order SPDE's
Florchinger, Patrick ; Le Gland, François
HAL, hal-00912047 / Harvested from HAL
Text on HAL
A class of degenerate second order stochastic PDE is considered, for which a representation result in terms of stochastic characteristics has been proved by Krylov and Rozovskii and by Kunita. An example of a stochastic PDE in this class has been exhibited in Florchinger and Le Gland.
Publié le : 1992-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00912047,
     author = {Florchinger, Patrick and Le Gland, Fran\c cois},
     title = {Particle approximation for first--order SPDE's},
     journal = {HAL},
     volume = {1992},
     number = {0},
     year = {1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00912047}
}

Florchinger, Patrick; Le Gland, François. Particle approximation for first―order SPDE's. HAL, Tome 1992 (1992) no. 0, . http://gdmltest.u-ga.fr/item/hal-00912047/