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A relatively short proof of Itô's formula for SPDEs and its applications - MaRDI portal

A relatively short proof of Itô's formula for SPDEs and its applications (Q373233)

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A relatively short proof of Itô's formula for SPDEs and its applications
scientific article

    Statements

    title
    A relatively short proof of Itô's formula for SPDEs and its applications (English)
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    publication date
    22 October 2013
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    zbMATH Keywords
    Itô's formula
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    maximum principle
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    stochastic partial differential equations
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    author
    Nicolai V. Krylov
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    Identifiers

    zbMATH DE Number
    6217658
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    OpenAlex ID
    W3098664122
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    arXiv ID
    1208.3709
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