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2010-09-18
A mild Ito formula for SPDEs
Giuseppe Da PratoArnulf JentzenMichael Roeckner
文献摘要
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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