Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
From MaRDI portal
Publication:4609679
DOI10.5802/afst.1556zbMath1392.35335arXiv1412.6557MaRDI QIDQ4609679
Peter K. Friz, Wilhelm Stannat, Joscha Diehl
Publication date: 23 March 2018
Published in: Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.6557
60G17: Sample path properties
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
35D30: Weak solutions to PDEs
35D35: Strong solutions to PDEs
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