A mild Itô formula for SPDEs (Q5234473)

scientific article; zbMATH DE number 7110608

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English	A mild Itô formula for SPDEs	scientific article; zbMATH DE number 7110608

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instance of

scholarly article

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title

A mild Itô formula for SPDEs (English)

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zbMATH Open document ID

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Transactions of the American Mathematical Society

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publication date

26 September 2019

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full work available at URL

https://arxiv.org/abs/1009.3526

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Mathematics Subject Classification ID

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mild Itô processes

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mild Itô-type formula

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stochastic partial differential equations

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Hölder continuity properties

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weak convergence problem

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numerical approximations

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nonlinear diffusion coefficients

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MaRDI profile type

MaRDI publication profile

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Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises

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MCMC METHODS FOR DIFFUSION BRIDGES

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Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces

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Fokker–Planck–Kolmogorov Equations

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Q4902091

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On stochastic convolution in banach spaces and applications

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Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

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Pathwise Taylor expansions for Itô random fields

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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

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Second order PDE's in finite and infinite dimension

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Q3425601

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The non-linear stochastic wave equation in high dimensions

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Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

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Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

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Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

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Kolmogorov equations for stochastic PDEs.

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One-Parameter Semigroups for Linear Evolution Equations

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mardi Publication:5234473