Itô corrections in stochastic equations
This thesis contains two “projects”, both concerning the emergence of Itô corrections in stochastic equations. In the first project, we study Itô corrections in stochastic PDEs with multiscale structure. Namely, we show that a certain class of homogenisation systems display a correction of Itô type,...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
2012
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.574999 |