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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. (English) Zbl 1017.60061
The authors establish a stochastic Taylor formula in small time for a nonlinear stochastic heat equation submitted to a leading finite-dimensional Brownian motion. They use tools of viscosity solution of nonlinear PDE.
Reviewer: R.Leandre

MSC:
60H07 Stochastic calculus of variations and the Malliavin calculus
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H30 Applications of stochastic analysis (to PDEs, etc.)
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References:
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[11] WEST LAFAy ETTE, INDIANA 47907-1395 E-MAIL: majin@math.purdue.edu
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