Particle approximation for first―order SPDE's

Abstract : A class of degenerate second order stochastic PDE is considered, for which a representation result in terms of stochastic characteristics has been proved by Krylov and Rozovskii and by Kunita. An example of a stochastic PDE in this class has been exhibited in Florchinger and Le Gland.
Type de document :
Chapitre d'ouvrage
Karatzas, Ioannis and Ocone, Daniel L. Applied Stochastic Analysis, Rutgers University 1991, 177, Springer, pp.121-133, 1992, Lecture Notes in Control and Information Sciences, 〈10.1007/BFb0007052〉
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https://hal.inria.fr/hal-00912047
Contributeur : Francois Le Gland <>
Soumis le : lundi 2 décembre 2013 - 01:27:40
Dernière modification le : jeudi 11 janvier 2018 - 16:40:01

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Patrick Florchinger, François Le Gland. Particle approximation for first―order SPDE's. Karatzas, Ioannis and Ocone, Daniel L. Applied Stochastic Analysis, Rutgers University 1991, 177, Springer, pp.121-133, 1992, Lecture Notes in Control and Information Sciences, 〈10.1007/BFb0007052〉. 〈hal-00912047〉

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