most citedTaylor expansions of solutions of stochastic partial differential equations with additive noise

47 citations · 47 across the 1 of their papers we have counts for

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math.PR2010★ 47 cited

Taylor expansions of solutions of stochastic partial differential equations with additive noise

Arnulf Jentzen, Peter Kloeden

The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does i…