The Stratonovich heat equation: a continuity result and weak approximations

DOI10.1214/EJP.v18-2004zbMath1311.60067arXiv1204.2892MaRDI QIDQ388833

Maria Jolis, Aurélien Deya, 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

zbMATH Keywords

stochastic heat equation; Stratonovich integral; convolutional rough paths theory

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)