Keywords
- Weak Solution
- Weak Convergence
- Stochastic Partial Differential Equation
- Local Martingale
- Martingale Problem
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Grigelionis, B., Mikulevicius, R. (1985). Weak solutions of stochastic evolution equations. In: Metivier, M., Pardoux, E. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 69. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0005058
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DOI: https://doi.org/10.1007/BFb0005058
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