Global martingale and pathwise solutions and infinite regularity of invariant measures for a stochastic modified Swift–Hohenberg equation
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DOI: 10.1088/1361-6544/acc6b1
Abstract: We consider a 2D stochastic modified Swift–Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space H2m for each… read more here.
Keywords: pathwise; invariant measures; modified swift; stochastic modified ... See more keywords
REMARKS ON FÖLLMER’S PATHWISE ITÔ CALCULUS
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DOI: 10.18910/73360
Abstract: We extend some results about Föllmer’s pathwise Itô calculus that have only been derived for continuous paths to càdlàg paths with quadratic variation. We study some fundamental properties of pathwise Itô integrals with respect to… read more here.
Keywords: remarks llmer; pathwise; llmer pathwise; pathwise calculus ... See more keywords