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Showing 2017 · math.PRShow all
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math.PR2017
Translation Invariant Diffusions in the space of tempered distributions
B. Rajeev
In this paper we prove existence and pathwise uniqueness for a class of stochastic differential equations (with coefficients and initial condition in the space of…
math.PR2017
An invariance principle for the stochastic heat equation
Mathew Joseph
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice,…