Non-linear rough heat equations (Q438965): Difference between revisions

An evolution parabolic equation including a stochastic perturbation driven by fractional Brownian motion is analyzed. Therefore, a generalization of the usual rough paths theory is given.

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reviewed by

Constantin Vârsan

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Mathematics Subject Classification ID

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rough paths theory

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stochastic PDEs with fractional Brownian motion

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MaRDI profile type

MaRDI publication profile

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Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)

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On stochastic convolution in banach spaces and applications

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Q4946764

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Partial differential equations driven by rough paths

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A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

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Stochastic analysis, rough path analysis and fractional Brownian motions.

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Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

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Stochastic Equations in Infinite Dimensions

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Numerical schemes for rough parabolic equations

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ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING

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Rough Volterra equations. II: Convolutional generalized integrals

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Backward stochastic differential equations with rough drivers

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One-Parameter Semigroups for Linear Evolution Equations

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Q4355647

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Q5520962

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Multidimensional Stochastic Processes as Rough Paths

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Rough path stability of (semi-)linear SPDEs

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Controlling rough paths

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Ramification of rough paths

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Rough solutions for the periodic Korteweg-de Vries equation

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Abstract integration, Combinatorics of Trees and Differential Equations

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Young integrals and SPDEs

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Rough evolution equations

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Lipschitz functions and fractional Sobolev spaces

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Q4247243

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Q4453255

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Lévy area of Wiener processes in Banach spaces

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Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2

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Wiener chaos solutions of linear stochastic evolution equations

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System Control and Rough Paths

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Differential equations driven by rough signals

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Q4528982

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Evolution equations driven by a fractional Brownian motion

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Q4842684

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Nonlinear stochastic wave and heat equations

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Semigroups of linear operators and applications to partial differential equations

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Imaginary powers of elliptic second order differential operators in \(L^ p\)-spaces

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The 1-d stochastic wave equation driven by a fractional Brownian sheet

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Q5607484

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Q5522602

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Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4

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Stochastic evolution equations with fractional Brownian motion

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The rough path associated to the multidimensional analytic fBm with any Hurst parameter

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Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension

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Q3747436

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Integration with respect to fractal functions and stochastic calculus. I

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\(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications

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Sitelinks

Mathematics(1 entry)

mardi Publication:438965

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-Massimiliano Gubinelli
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@@ Property / author @@
-Samy Tindel
@@ Property / author: Samy Tindel / rank @@
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@@ Property / author @@
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@@ Property / author: Massimiliano Gubinelli / rank @@
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@@ Property / OpenAlex ID: W2136838419 / rank @@
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@@ Property / arXiv ID @@
+.0618
@@ Property / arXiv ID: 0911.0618 / rank @@
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@@ Property / cites work @@
+Q4073917
@@ Property / cites work: Q4073917 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
+Normal rank
@@ Property / cites work @@
+On stochastic convolution in banach spaces and applications
+Normal rank
@@ Property / cites work @@
+Q4946764
@@ Property / cites work: Q4946764 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equations driven by rough paths
+Normal rank
@@ Property / cites work @@
+A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical schemes for rough parabolic equations
@@ Property / cites work: Numerical schemes for rough parabolic equations / rank @@
+Normal rank
@@ Property / cites work @@
+ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
+Normal rank
@@ Property / cites work @@
+Rough Volterra equations. II: Convolutional generalized integrals
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with rough drivers
+Normal rank
@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
+Normal rank
@@ Property / cites work @@
+Q4355647
@@ Property / cites work: Q4355647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+Rough path stability of (semi-)linear SPDEs
@@ Property / cites work: Rough path stability of (semi-)linear SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Ramification of rough paths
@@ Property / cites work: Ramification of rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Rough solutions for the periodic Korteweg-de Vries equation
+Normal rank
@@ Property / cites work @@
+Abstract integration, Combinatorics of Trees and Differential Equations
+Normal rank
@@ Property / cites work @@
+Young integrals and SPDEs
@@ Property / cites work: Young integrals and SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Rough evolution equations
@@ Property / cites work: Rough evolution equations / rank @@
+Normal rank
@@ Property / cites work @@
+Lipschitz functions and fractional Sobolev spaces
@@ Property / cites work: Lipschitz functions and fractional Sobolev spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247243
@@ Property / cites work: Q4247243 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4453255
@@ Property / cites work: Q4453255 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy area of Wiener processes in Banach spaces
@@ Property / cites work: Lévy area of Wiener processes in Banach spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2
+Normal rank
@@ Property / cites work @@
+Wiener chaos solutions of linear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4528982
@@ Property / cites work: Q4528982 / rank @@
+Normal rank
@@ Property / cites work @@
+Evolution equations driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear stochastic wave and heat equations
@@ Property / cites work: Nonlinear stochastic wave and heat equations / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Imaginary powers of elliptic second order differential operators in \(L^ p\)-spaces
+Normal rank
@@ Property / cites work @@
+The 1-d stochastic wave equation driven by a fractional Brownian sheet
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5522602
@@ Property / cites work: Q5522602 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4
+Normal rank
@@ Property / cites work @@
+Stochastic evolution equations with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The rough path associated to the multidimensional analytic fBm with any Hurst parameter
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
+Normal rank
@@ Property / cites work @@
+Q3747436
@@ Property / cites work: Q3747436 / rank @@
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ Property / cites work @@
+\(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:438965