On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations
Work
Year: 2021
Type: article
Abstract: We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by a cylindrical Brownian motion. The solutions are allowed t... more
Authors David Criens, Moritz Ritter
Institution University of Freiburg
Cites: 27
Cited by: 5
Related to: 10
FWCI: 0.992
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,890