Approximating Rough Stochastic PDEs
Work
Year: 2013
Type: article
Abstract: We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recent... more
Authors Martin Hairer, Jan Maas, Hendrik Weber
Institutions University of Warwick, University of Bonn
Cites: 50
Cited by: 42
Related to: 10
FWCI: 7.244
Citation percentile (by year/subfield): 94.78
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze