Approximating Rough Stochastic PDEs
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Publication:5413647
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
rough pathsdiscretization schemesstochastic Burgers type equationcontrolled pathsspatial Stratonovich corrector
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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