Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
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macroscopic limitmesoscopic equationsnoncoercive stochastic PDEquasi-linear stochastic partial differential equationStratonovich differential
Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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