scholarly journals Probabilistic approach for systems of second order quasi-linear parabolic PDEs

2012 ◽  
Vol 388 (2) ◽  
pp. 676-694 ◽  
Author(s):  
Jinxia Wang ◽  
Xicheng Zhang
Keyword(s):  
Probabilistic Approach ◽  
Second Order ◽  
Parabolic Pdes

AVERAGING PRINCIPLE FOR QUASI-LINEAR PARABOLIC PDEs AND RELATED DIFFUSION PROCESSES

2012 ◽  
Vol 12 (01) ◽  
pp. 1150008 ◽  
Author(s):  
MARK FREIDLIN ◽  
LEONID KORALOV
Keyword(s):  
Small Parameter ◽  
Diffusion Processes ◽  
First Integral ◽  
Second Order ◽  
Averaging Principle ◽  
Two Dimensional ◽  
Parabolic Pdes ◽  
Dimensional Flow ◽  
Linear Perturbations ◽  
Two Dimensional Flow

Quasi-linear perturbations of a two-dimensional flow with a first integral and the corresponding parabolic PDEs with a small parameter at the second-order derivatives are considered in this paper.

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