Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

DOI10.1214/aop/1029867123zbMath1017.60061OpenAlexW2063812636MaRDI QIDQ1872289

Jin Ma, Rainer Buckdahn

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1029867123

zbMATH Keywords

viscosity solutionnonlinear stochastic heat equationstochastic Taylor formula

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Higher-order implicit strong numerical schemes for stochastic differential equations
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• User’s guide to viscosity solutions of second order partial differential equations
• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

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