Reconciling It么 and Stratonovich
Reconciling It么 and Stratonovich
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Martin Hairer, Imperial College
We all know that SDEs admit two notions of solutions that each come with听their own distinct set of symmetries.听Stratonovich solutions are equivariant听under changes of variables while It么 solutions satisfy It么's isometry. We听also know that these two symmetries are mutually exclusive. Somewhat听surprisingly, it turns out that there is a natural class of SPDEs for which听there exists a notion of solution that exhibits both of these symmetries听simultaneously...