Rough path stability of (semi-)linear SPDEs

DOI10.1007/s00440-013-0483-2zbMath1292.60064arXiv1005.1781MaRDI QIDQ2447287

Harald Oberhauser, Peter K. Friz

Publication date: 25 April 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.1781

zbMATH Keywords

viscosity solutions; Zakai equation; rough paths; SPDEs

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35K58: Semilinear parabolic equations

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