Rough stochastic PDEs
From MaRDI portal
Publication:3094601
DOI10.1002/cpa.20383zbMath1229.60079arXiv1008.1708OpenAlexW2963270985MaRDI QIDQ3094601
Publication date: 25 October 2011
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.1708
Related Items (38)
Heat semigroup and singular PDEs. With an appendix by F. Bernicot and D. Frey ⋮ The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory ⋮ The strong Feller property for singular stochastic PDEs ⋮ Rough paths and 1d SDE with a time dependent distributional drift: application to polymers ⋮ Optimal rate of convergence for stochastic Burgers-type equations ⋮ On a modelled rough heat equation ⋮ Discretisations of rough stochastic PDEs ⋮ Nonlinear PDEs with Modulated Dispersion I: Nonlinear Schrödinger Equations ⋮ Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths ⋮ Solving the KPZ equation ⋮ Stationary solutions to the stochastic Burgers equation on the line ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ Physical Brownian motion in a magnetic field as a rough path ⋮ Rough Burgers-like equations with multiplicative noise ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Three-dimensional magnetohydrodynamics system forced by space-time white noise ⋮ Quantitative heat-kernel estimates for diffusions with distributional drift ⋮ An invariance principle for the two-dimensional parabolic Anderson model with small potential ⋮ On the rough-paths approach to non-commutative stochastic calculus ⋮ Unbounded rough drivers ⋮ Convergence rates for the full Gaussian rough paths ⋮ Anisotropic nonlocal diffusion equations with singular forcing ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations ⋮ A theory of regularity structures ⋮ Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes ⋮ A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations ⋮ Quasilinear SPDEs via rough paths ⋮ A brief and personal history of stochastic partial differential equations ⋮ KPZ reloaded ⋮ Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise ⋮ Geometric stochastic heat equations ⋮ An inverse problem for a hyperbolic system on a vector bundle and energy measurements ⋮ One-dimensional reflected rough differential equations ⋮ Three-dimensional Navier-Stokes equations driven by space-time white noise ⋮ Periodic stochastic high-order Degasperis–Procesi equation with cylindrical fBm ⋮ Strong Feller property of the magnetohydrodynamics system forced by space–time white noise ⋮ Introduction to regularity structures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Integrability and tail estimates for Gaussian rough differential equations
- Approximations to the stochastic Burgers equation
- Sampling conditioned hypoelliptic diffusions
- Young integrals and SPDEs
- Differential equations driven by Gaussian signals
- Partial differential equations driven by rough paths
- On the stochastic quantization of field theory
- Differential equations driven by rough signals
- Stochastic Burgers and KPZ equations from particle systems
- Strong solutions to the stochastic quantization equations.
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- Controlling rough paths
- Rough solutions for the periodic Korteweg-de Vries equation
- Scaling limits of Wick ordered KPZ equation
- Rough evolution equations
- Analysis of SPDEs arising in path sampling. II: The nonlinear case
- An inequality of the Hölder type, connected with Stieltjes integration
- Global solutions of the random vortex filament equation
- ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- Multidimensional Stochastic Processes as Rough Paths
- Fully nonlinear stochastic partial differential equations
- System Control and Rough Paths
- Integrability of (Non-)Linear Rough Differential Equations and Integrals
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Rough stochastic PDEs