Add to ORKGWe give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian motion with its Lévy area) as rough path noise the solution coincides with the standard variational solution of the SPDE
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
We investigate existence, uniqueness and regularity for local in time solutions of rough parabolic ...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
We give meaning to differential equations with a rough path term and a Brownian noise term and study...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We consider differential equations driven by rough paths and study the regularity of the laws and th...
Hocquet A, Hofmanová M. An energy method for rough partial differential equations. JOURNAL OF DIFFER...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
We show how to generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonl...
This paper aims to provide a systematic approach to the treatment of differential equations of the t...
We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of th...
International audienceIn 1990, in Itô's stochastic calculus framework, Aubin and Da Prato establishe...
In one of the last Saint Flour lectures in 2004, T. Lyons remarked that a Peano theorem for rough di...
International audienceWe study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
We investigate existence, uniqueness and regularity for local in time solutions of rough parabolic ...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
We give meaning to differential equations with a rough path term and a Brownian noise term and study...
We consider non-linear parabolic evolution equations of the form and#948;tu=F(t,x,Du,D2u), subject t...
We consider differential equations driven by rough paths and study the regularity of the laws and th...
Hocquet A, Hofmanová M. An energy method for rough partial differential equations. JOURNAL OF DIFFER...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
We show how to generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonl...
This paper aims to provide a systematic approach to the treatment of differential equations of the t...
We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of th...
International audienceIn 1990, in Itô's stochastic calculus framework, Aubin and Da Prato establishe...
In one of the last Saint Flour lectures in 2004, T. Lyons remarked that a Peano theorem for rough di...
International audienceWe study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
We investigate existence, uniqueness and regularity for local in time solutions of rough parabolic ...