Regularity theory for rough partial differential equations and parabolic comparison revisited
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Cites work
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- A geometrical approach to the study of unbounded solutions of quasilinear parabolic equations
- A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
- Backward stochastic differential equations with rough drivers
- Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
- Continuous dependence estimates for viscosity solutions of integro-PDEs
- Controlled Markov processes and viscosity solutions
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Differential equations driven by rough signals
- Fully nonlinear stochastic partial differential equations
- Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
- Fully nonlinear stochastic pde with semilinear stochastic dependence
- Fundamentals of stochastic filtering
- scientific article; zbMATH DE number 5014137 (Why is no real title available?)
- scientific article; zbMATH DE number 21887 (Why is no real title available?)
- scientific article; zbMATH DE number 1302005 (Why is no real title available?)
- Multidimensional stochastic processes as rough paths. Theory and applications.
- On the definition of viscosity solutions for parabolic equations
- On the splitting-up method for rough (partial) differential equations
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Partial differential equations driven by rough paths
- Remarks on viscosity solutions for evolution equations
- Robust filtering: correlated noise and multidimensional observation
- Rough path stability of (semi-)linear SPDEs
- System Control and Rough Paths
- The maximum principle for semicontinuous functions
- Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
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Cited in
(15)- A priori estimates for rough PDEs with application to rough conservation laws
- Lipschitz regularity for viscosity solutions to parabolic \({p(x,t)}\)-Laplacian equations on Riemannian manifolds
- Eikonal equations and pathwise solutions to fully non-linear SPDEs
- An Itô formula for rough partial differential equations and some applications
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
- Stochastic control with rough paths
- On the Navier-Stokes equation perturbed by rough transport noise
- Rough path stability of (semi-)linear SPDEs
- Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
- Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
- Interpolation results for pathwise Hamilton-Jacobi equations
- Solving rough differential equations with the theory of regularity structures
- Lipschitz regularity for a homogeneous doubly nonlinear PDE
- Lipschitz continuity and equivalence of positive viscosity and weak solutions to Trudinger's equation
- Central limit theorem under uncertain linear transformations
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