Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations∗
Open Access
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Numerical Functional Analysis and Optimization
- Vol. 9 (1-2) , 61-104
- https://doi.org/10.1080/01630568708816226
Abstract
In this paper, we considerably extend our earlier result about convergence in distribution of approximate solutions: of random operator equations, where the stochastic inputs and the underlying deterministic equation are simultaneously approximated. As a by-product, we obtain convergence results for approximate solutions of equations between spaces of probability measures. We apply our results to random Fredholm integral equations of the second kind and to a random [nbar]onlinear elliptic boundary value problem.Keywords
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