A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

DOI10.1016/j.anihpc.2010.11.002zbMath1219.60061arXiv0902.3352OpenAlexW2962942991MaRDI QIDQ631661

Michael Caruana, Harald Oberhauser, Peter K. Friz

Publication date: 14 March 2011

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.3352

zbMATH Keywords

viscosity solutionrough path theorystochastic PDE

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (47)

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