Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (Q1872289)
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scientific article; zbMATH DE number 1906081
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| English | Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs |
scientific article; zbMATH DE number 1906081 |
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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (English)
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6 May 2003
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The authors establish a stochastic Taylor formula in small time for a nonlinear stochastic heat equation submitted to a leading finite-dimensional Brownian motion. They use tools of viscosity solution of nonlinear PDE.
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stochastic Taylor formula
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nonlinear stochastic heat equation
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viscosity solution
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0.8240659832954407
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0.8195827007293701
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0.8164357542991638
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0.8059256672859192
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0.7992842197418213
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