{
  "id": "1009.3526",
  "version": "v4",
  "published": "2010-09-18T00:59:47.000Z",
  "updated": "2012-07-25T16:55:05.000Z",
  "title": "A mild Ito formula for SPDEs",
  "authors": [
    "Giuseppe Da Prato",
    "Arnulf Jentzen",
    "Michael Roeckner"
  ],
  "comment": "39 pages, 0 figures",
  "categories": [
    "math.PR",
    "math.AP"
  ],
  "abstract": "This article introduces a certain class of stochastic processes, which we suggest to call mild Ito processes, and a new - somehow mild - Ito type formula for such processes. Examples of mild Ito processes are mild solutions of SPDEs and their numerical approximation processes.",
  "revisions": [
    {
      "version": "v4",
      "updated": "2012-07-25T16:55:05.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "35R60"
    ],
    "keywords": [
      "mild ito formula",
      "mild ito processes",
      "ito type formula",
      "stochastic processes",
      "numerical approximation processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 39,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1009.3526D"
    }
  }
}