One-dimensional reflected rough differential equations
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Publication:2274299
DOI10.1016/j.spa.2018.09.007zbMath1479.60208arXiv1610.07481OpenAlexW2539877842MaRDI QIDQ2274299
Martina Hofmanová, Samy Tindel, Aurélien Deya, Massimiliano Gubinelli
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.07481
Applications of stochastic analysis (to PDEs, etc.) (60H30) Rough partial differential equations (60L50)
Related Items (14)
A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Pathwise McKean-Vlasov theory with additive noise ⋮ On the Navier-Stokes equation perturbed by rough transport noise ⋮ Rough differential equations with path-dependent coefficients ⋮ Perturbations of singular fractional SDEs ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ Penalisation techniques for one-dimensional reflected rough differential equations ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ Rough nonlocal diffusions ⋮ Càdlàg rough differential equations with reflecting barriers ⋮ Bilinear equations in Hilbert space driven by paths of low regularity ⋮ Non-uniqueness for reflected rough differential equations ⋮ Sweeping processes perturbed by rough signals ⋮ An energy method for rough partial differential equations
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