Weak convergence of infinite-dimensional diffusions¹

¹This research was supported in part by the ga cr grant no. 201/95/0629

Abstract

Continuous dependence - in the sense of weak convergence of laws - of martingale solutions to stochastic partial differential equations on coefficients is studied, the results obtained being applicable to equations with rapidly oscillating coefficients. In the proofs, Gatarek's and Goldys’ recent approach to martingale solutions is substantially used

¹This research was supported in part by the ga cr grant no. 201/95/0629

¹This research was supported in part by the ga cr grant no. 201/95/0629

Notes

¹This research was supported in part by the ga cr grant no. 201/95/0629