Bilinear equations in Hilbert space driven by paths of low regularity
DOI10.3934/dcdsb.2020230zbMath1464.60065OpenAlexW3045338629MaRDI QIDQ2026600
María J. Garrido-Atienza, Petr Čoupek
Publication date: 20 May 2021
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2020230
fractional Brownian motionmultiplicative noiserough paths\(p\)-th variation along a sequence of partitionsItô-Föllmer calculus
Fractional processes, including fractional Brownian motion (60G22) One-parameter semigroups and linear evolution equations (47D06) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2\)]
- Probabilistic aspects of finance
- Non-linear rough heat equations
- On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Pathwise stochastic integrals for model free finance
- Semilinear stochastic equations with bilinear fractional noise
- Ramification of rough paths
- Young integrals and SPDEs
- Change of variable formulas for non-anticipative functionals on path space
- Partial differential equations driven by rough paths
- Semigroups of linear operators and applications to partial differential equations
- On a theorem for linear evolution equations of hyperbolic type
- Differential equations driven by rough signals
- Stochastic analysis of the fractional Brownian motion
- Evolution equations driven by a fractional Brownian motion
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- A superhedging approach to stochastic integration
- Pathwise stochastic calculus with local times
- On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity
- A priori estimates for rough PDEs with application to rough conservation laws
- Stochastic affine evolution equations with multiplicative fractional noise.
- An energy method for rough partial differential equations
- Rough evolution equations
- Remarks on Föllmer's pathwise Itô calculus
- One-dimensional reflected rough differential equations
- Local mild solutions for rough stochastic partial differential equations
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
- Pathwise integration with respect to paths of finite quadratic variation
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
- Integration with respect to Fractal Functions and Stochastic Calculus II
- Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2$]
- Analysis of Variations for Self-similar Processes
- ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
- PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
- A Remark on the 1/H-Variation of the Fractional Brownian Motion
- The Malliavin Calculus and Related Topics
- Rough path analysis via fractional calculus
- One-Parameter Semigroups for Linear Evolution Equations
- Arbitrage with Fractional Brownian Motion
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
- Stochastic integration with respect to the fractional Brownian motion
- On the $p$th variation of a class of fractal functions
- Sobolev Spaces, Their Generalizations and Elliptic Problems in Smooth and Lipschitz Domains
- On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
- A course on rough paths. With an introduction to regularity structures
This page was built for publication: Bilinear equations in Hilbert space driven by paths of low regularity