In this paper we deal with stochastic initial value problems which have three different scales of variations represented by a small parameter. We obtain a limit theorem of KHASMINSKII type on an asymptotically unbounded interval in a framework based on separable Banach spaces and evolution operators. The expectations of random propagators are approximated by a backward propagator solving a final value problem as the small parameter vanishes. This result can be applied to diffusion effects caused by multiple wave scattering in random media.
|Number of pages||2|
|Journal||ZAMM Zeitschrift fur Angewandte Mathematik und Mechanik|
|Issue number||SUPPL. 3|
|Publication status||Published - 1996 Dec 1|
All Science Journal Classification (ASJC) codes
- Computational Mechanics
- Applied Mathematics