The Stratonovich heat equation: a continuity result and weak approximations (Q388833): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / review text | |||
The authors study the stochastic heat equation on the interval (0,1) driven by a trace-class Wiener process with multiplicative noise in Stratonovich form. They show existence and uniqueness of a mild solution and investigate convergence properties of various approximation schemes to the solution. The reader interested in the topic of this paper may wish to also look at a more recent paper by \textit{M. Hairer} and \textit{É. Pardoux} [``A Wong-Zakai theorem for stochastic PDEs'', Preprint, \url{arXiv:1409.3138}] which treats essentially the same question for the corresponding Itō equation driven by space-time (and not just trace-class) noise using Hairer's new theory of regularity structures. | |||
Property / review text: The authors study the stochastic heat equation on the interval (0,1) driven by a trace-class Wiener process with multiplicative noise in Stratonovich form. They show existence and uniqueness of a mild solution and investigate convergence properties of various approximation schemes to the solution. The reader interested in the topic of this paper may wish to also look at a more recent paper by \textit{M. Hairer} and \textit{É. Pardoux} [``A Wong-Zakai theorem for stochastic PDEs'', Preprint, \url{arXiv:1409.3138}] which treats essentially the same question for the corresponding Itō equation driven by space-time (and not just trace-class) noise using Hairer's new theory of regularity structures. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Michael K. R. Scheutzow / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H07 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6247172 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic heat equation | |||
Property / zbMATH Keywords: stochastic heat equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Stratonovich integral | |||
Property / zbMATH Keywords: Stratonovich integral / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
convolutional rough paths theory | |||
Property / zbMATH Keywords: convolutional rough paths theory / rank | |||
Normal rank |
Revision as of 14:33, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Stratonovich heat equation: a continuity result and weak approximations |
scientific article |
Statements
The Stratonovich heat equation: a continuity result and weak approximations (English)
0 references
17 January 2014
0 references
The authors study the stochastic heat equation on the interval (0,1) driven by a trace-class Wiener process with multiplicative noise in Stratonovich form. They show existence and uniqueness of a mild solution and investigate convergence properties of various approximation schemes to the solution. The reader interested in the topic of this paper may wish to also look at a more recent paper by \textit{M. Hairer} and \textit{É. Pardoux} [``A Wong-Zakai theorem for stochastic PDEs'', Preprint, \url{arXiv:1409.3138}] which treats essentially the same question for the corresponding Itō equation driven by space-time (and not just trace-class) noise using Hairer's new theory of regularity structures.
0 references
stochastic heat equation
0 references
Stratonovich integral
0 references
convolutional rough paths theory
0 references