The Stratonovich heat equation: a continuity result and weak approximations
From MaRDI portal
Publication:388833
DOI10.1214/EJP.v18-2004zbMath1311.60067arXiv1204.2892MaRDI QIDQ388833
Aurélien Deya, Maria Jolis, Lluís Quer-Sardanyons
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.2892
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
The complex Brownian motion as a strong limit of processes constructed from a Poisson process, Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations, The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations, Wong-Zakai approximations and long term behavior of stochastic partial differential equations, Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains