Existence, uniqueness and stability of semi-linear rough partial differential equations

DOI10.1016/j.jde.2019.09.033zbMath1471.60163arXiv1809.00841OpenAlexW2891371802MaRDI QIDQ2279560

Wilhelm Stannat, Torstein Nilssen, Peter K. Friz

Publication date: 13 December 2019

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.00841

zbMATH Keywords

stochastic partial differential equationsFeynman-Kac formulaZakai equationrough pathsvariational solutionsrough partial differential equations

Mathematics Subject Classification ID

Rough partial differential equations (60L50)

Related Items (5)

The stochastic p -Laplace equation on ℝ ^d ⋮ Global Strong Well-Posedness of the Stochastic Bidomain Equations with FitzHugh–Nagumo Transport ⋮ Random attractors for rough stochastic partial differential equations ⋮ Rough nonlocal diffusions ⋮ Generalized Burgers equation with rough transport noise

Cites Work

• A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
• Controlling rough paths
• An energy method for rough partial differential equations
• Unbounded rough drivers
• Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
• Integrability of (Non-)Linear Rough Differential Equations and Integrals
• A course on rough paths. With an introduction to regularity structures

This page was built for publication: Existence, uniqueness and stability of semi-linear rough partial differential equations