We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in particular the KPZ equation, the multiplicative stochastic heat equation, the additive stochastic heat equation, and rough Burgers-type equations. We exhibit a one-parameter family of solution theories with the following properties: - For all SPDEs in our class for which a solution was previously available, every solution in our family coincides with the previously constructed solution, whether that was obtained using It\^o calculus (additive and multiplicative stochastic heat equation), rough path theory (rough ...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
Consider the stochastic heat equation ∂tu = (κ/2)∆u+ σ(u)F ̇ , where the solution u: = ut(x) is inde...
This dissertation contains three research directions. In the first direction, we use rough paths the...
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
Röckner M, Wu B, Zhu R, Zhu X. STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FOR...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
We consider the heat equation in dimension one with singular drift and inhomogeneous space-time whit...
In 1993, Da Prato and Zabczyk showed that if one considers the heat equation on the interval (0,1) w...
AbstractThe present paper is the second and main part of a study of partial differential equations u...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We construct a family of SDEs with smooth coefficients whose solutions select a reflected Brownian f...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
A stochastic partial differential equation (SPDE) is a partial differential equation containing a ra...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
Consider the stochastic heat equation ∂tu = (κ/2)∆u+ σ(u)F ̇ , where the solution u: = ut(x) is inde...
This dissertation contains three research directions. In the first direction, we use rough paths the...
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
Röckner M, Wu B, Zhu R, Zhu X. STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FOR...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
We consider the heat equation in dimension one with singular drift and inhomogeneous space-time whit...
In 1993, Da Prato and Zabczyk showed that if one considers the heat equation on the interval (0,1) w...
AbstractThe present paper is the second and main part of a study of partial differential equations u...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We construct a family of SDEs with smooth coefficients whose solutions select a reflected Brownian f...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
A stochastic partial differential equation (SPDE) is a partial differential equation containing a ra...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
Consider the stochastic heat equation ∂tu = (κ/2)∆u+ σ(u)F ̇ , where the solution u: = ut(x) is inde...
This dissertation contains three research directions. In the first direction, we use rough paths the...