Approximating Rough Stochastic PDEs

DOI10.1002/cpa.21495zbMath1302.60095arXiv1202.3094OpenAlexW3099487186WikidataQ56894252 ScholiaQ56894252MaRDI QIDQ5413647

Hendrik Weber, Jan Maas, Martin Hairer

Publication date: 30 April 2014

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.3094

zbMATH Keywords

rough pathsdiscretization schemesstochastic Burgers type equationcontrolled pathsspatial Stratonovich corrector

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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