Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
type: Item
instance of: scholarly article
title: Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
zbMATH Open document ID: 1017.60061
author: Jin Ma
author: Rainer Buckdahn
published in: The Annals of Probability
publication date: 2003-05-06T00:00:00Z
review text: The authors establish a stochastic Taylor formula in small time for a nonlinear stochastic heat equation submitted to a leading finite-dimensional Brownian motion. They use tools of viscosity solution of nonlinear PDE.
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1906081
zbMATH Keywords: stochastic Taylor formula
zbMATH Keywords: nonlinear stochastic heat equation
zbMATH Keywords: viscosity solution
reviewed by: Rémi Léandre
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1029867123
OpenAlex ID: W2063812636
cites work: Q4073917
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cites work: User’s guide to viscosity solutions of second order partial differential equations
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cites work: Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
cites work: Q4029028
cites work: Backward doubly stochastic differential equations and systems of quasilinear SPDEs
DOI: 10.1214/AOP/1029867123
description: scientific article; zbMATH DE number 1906081