The Stratonovich heat equation: a continuity result and weak approximations
The Stratonovich heat equation: a continuity result and weak approximations
We consider a Stratonovich heat equation in $(0,1)$ with a nonlinear multiplicative noise driven by a trace-class Wiener process. First, the equation is shown to have a unique mild solution. Secondly, convolutional rough paths techniques are used to provide an almost sure continuity result for the solution with respect to …