### Abstract

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.

Original language | English |
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Pages (from-to) | 473-474 |

Number of pages | 2 |

Journal | ZAMM Zeitschrift fur Angewandte Mathematik und Mechanik |

Volume | 76 |

Issue number | SUPPL. 3 |

Publication status | Published - 1996 |

### All Science Journal Classification (ASJC) codes

- Computational Mechanics
- Applied Mathematics

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## Cite this

Kim, J. H. (1996). A limit theorem for stochastic initial value problems with multiscales.

*ZAMM Zeitschrift fur Angewandte Mathematik und Mechanik*,*76*(SUPPL. 3), 473-474.