On Absolute Continuity for Stochastic Partial Differential Equations and an Averaging Principle for a Queueing Network
<p>The connection between elliptic stochastic diffusion processes and partial differential equations is rich and well understood. This connection is not very well understood when the stochastic differential equation takes values in an infinite dimensional space such as a function space. In thi...
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2010
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| Online Access: | http://hdl.handle.net/10161/3048 |