A mild Ito formula for SPDEs

Details A mild Ito formula for SPDEs A mild Ito formula for SPDEs

2010-09-18

arxiv.org/abs/1009.3526v3

Mathematics

Probability

31 pages

Scientific paper

This article introduces a certain class of stochastic processes, which we
suggest to call mild Ito processes, and a new - somehow mild - Ito type formula
for such processes. Examples of mild Ito processes are mild solutions of SPDEs
and their numerical approximation processes.

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