Rough evolution equations
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Abstract: We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a class of linear and nonlinear 1d SPDEs driven by a space--time Gaussian noise with singular space covariance and Brownian time dependence.
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Cites work
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
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- scientific article; zbMATH DE number 2050982 (Why is no real title available?)
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- Abstract integration, combinatorics of trees and differential equations
- Controlling rough paths
- Curvilinear integrals along enriched paths
- Differential equations driven by rough signals
- Evolution equations driven by a fractional Brownian motion
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
- Ramification of rough paths
- Rooted trees for 3D Navier-Stokes equation
- Rough solutions for the periodic Korteweg-de Vries equation
- Semigroups of linear operators and applications to partial differential equations
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- Stochastic evolution equations with fractional Brownian motion
- Stochastic parabolic equations with anticipative initial condition
- System Control and Rough Paths
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Wiener chaos solutions of linear stochastic evolution equations
- Young integrals and SPDEs
Cited in
(88)- Pathwise mild solutions for quasilinear stochastic partial differential equations
- Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
- Low regularity solutions to the stochastic geometric wave equation driven by a fractional Brownian sheet
- Model spaces of regularity structures for space-fractional SPDEs
- On the rough-paths approach to non-commutative stochastic calculus
- Nonlinear Young integrals and differential systems in Hölder media
- Solving the KPZ equation
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
- Wong-Zakai approximation for Landau-Lifshitz-Gilbert equation driven by geometric rough paths
- An application of Itô-Föllmer calculus to bilinear rough evolution equations
- Non-linear rough heat equations
- A theory of regularity structures
- Local mild solutions for rough stochastic partial differential equations
- On A priori estimates for rough PDEs
- On the splitting-up method for rough (partial) differential equations
- Stochastic evolution equations with rough boundary noise
- The extension of step-N signatures
- Hörmander's theorem for semilinear SPDEs
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Non-linear evolution equations driven by rough paths
- Regularity results for nonlinear Young equations and applications
- Ramification of rough paths
- A priori estimates for rough PDEs with application to rough conservation laws
- Random attractors for rough stochastic partial differential equations
- Partial differential equations driven by rough paths
- Paracontrolled distribution approach to stochastic Volterra equations
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Approximating three-dimensional magnetohydrodynamics system forced by space-time white noise
- Flows Driven by Banach Space-Valued Rough Paths
- The rough path associated to the multidimensional analytic fBm with any Hurst parameter
- Unbounded rough drivers
- Numerical schemes for rough parabolic equations
- An energy method for rough partial differential equations
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
- Three-dimensional magnetohydrodynamics system forced by space-time white noise
- Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
- Quasilinear rough partial differential equations with transport noise
- Itô's formula for linear fractional PDEs
- On the Navier-Stokes equation perturbed by rough transport noise
- Malliavin calculus for fractional delay equations
- ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- Unstable manifolds for rough evolution equations
- Unstable manifolds for rough evolution equations
- Bilinear equations in Hilbert space driven by paths of low regularity
- Nonlinear PDEs with modulated dispersion. I: Nonlinear Schrödinger equations
- Compensated fractional derivatives and stochastic evolution equations
- Rough Burgers-like equations with multiplicative noise
- An Itô formula for rough partial differential equations and some applications
- Smooth density for some nilpotent rough differential equations
- A brief and personal history of stochastic partial differential equations
- Global solutions for semilinear rough partial differential equations
- On a modelled rough heat equation
- Quasilinear rough evolution equations
- Backward stochastic differential equations with rough drivers
- Weak approximation of a fractional SDE
- Existence of densities for stochastic evolution equations driven by fractional Brownian motion
- Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
- Center manifolds for rough partial differential equations
- A law of large numbers for interacting diffusions via a mild formulation
- A nonlinear wave equation with fractional perturbation
- Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
- A Wong-Zakai theorem for stochastic PDEs
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula
- Young equations with singularities
- An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Rough stochastic PDEs
- Early-warning signs for pattern-formation in stochastic partial differential equations
- On a class of stochastic partial differential equations
- Periodic stochastic high-order Degasperis-Procesi equation with cylindrical fBm
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- Rough center manifolds
- Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
- Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
- Approximating rough stochastic PDEs
- Rough Volterra equations. II: Convolutional generalized integrals
- Strong solutions of semilinear SPDEs with unbounded diffusion
- Rough path stability of (semi-)linear SPDEs
- On Stratonovich and Skorohod stochastic calculus for Gaussian processes
- Global solutions and random dynamical systems for rough evolution equations
- Pathwise definition of second-order SDEs
- Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
- A construction of the rough path above fractional Brownian motion using Volterra's representation
- Algebraic structures and stochastic differential equations driven by Lévy processes
- A first order description of a nonlinear SPDE in the spirit of rough paths
- Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
- Local zero-stability of rough evolution equations
- Volterra equations driven by rough signals
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