A spatial version of the Itō-Stratonovich correction
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Publication:439881
DOI10.1214/11-AOP662zbMath1262.60060arXiv1011.0966WikidataQ56894262 ScholiaQ56894262MaRDI QIDQ439881
Publication date: 17 August 2012
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.0966
Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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