Examples of renormalized SDEs

DOI10.1007/978-3-319-74929-7_19zbMath1405.60083arXiv1701.01158OpenAlexW3100250478MaRDI QIDQ1710437

Peter K. Friz, Ilya Chevyrev, Yvain Bruned

Publication date: 22 January 2019

Full work available at URL: https://arxiv.org/abs/1701.01158

zbMATH Keywords

Gaussian analysisrenormalizationrough paths

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic analysis (60H99)

Related Items (3)

Renormalisation from non-geometric to geometric rough paths ⋮ A rough path perspective on renormalization ⋮ Anomalous thermodynamics in homogenized generalized Langevin systems

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