Approximating Rough Stochastic PDEs

DOI10.1002/cpa.21495zbMath1302.60095arXiv1202.3094WikidataQ56894252 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 paths; discretization schemes; stochastic Burgers type equation; controlled paths; spatial Stratonovich corrector

Mathematics Subject Classification ID

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

35R60: PDEs with randomness, stochastic partial differential equations

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