Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac

DOI10.5802/afst.1556zbMath1392.35335arXiv1412.6557OpenAlexW1792567290MaRDI QIDQ4609679

Peter K. Friz, Wilhelm Stannat, Joscha Diehl

Publication date: 23 March 2018

Published in: Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6557

zbMATH Keywords

stochastic partial differential equationsFeynman-Kac formulaZakai equationrough paths

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Strong solutions to PDEs (35D35)

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