The Stratonovich heat equation: a continuity result and weak approximations
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Publication:388833
DOI10.1214/EJP.v18-2004zbMath1311.60067arXiv1204.2892OpenAlexW2165213044MaRDI QIDQ388833
Aurélien Deya, Maria Jolis, Lluís Quer-Sardanyons
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.2892
Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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