A mild Itô formula for SPDEs
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Publication:5234473
DOI10.1090/tran/7165zbMath1423.35472arXiv1009.3526MaRDI QIDQ5234473
Arnulf Jentzen, Giuseppe Da Prato, Michael Roeckner
Publication date: 26 September 2019
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.3526
stochastic partial differential equations; numerical approximations; nonlinear diffusion coefficients; weak convergence problem; Hölder continuity properties; mild Itô processes; mild Itô-type formula
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations