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Controlled viscosity solutions of fully nonlinear rough PDEs
8 references·0 citing·29 second hop
Controlled viscosity solutions of fully nonlinear rough PDEs (2014)Controlled viscosity solutions of fully n…Stochastic control with rough paths (2016)Stochastic control with rough…Pathwise Taylor expansions for random fields on multiple dimensional paths (2015)Pathwise Taylor expansions fo…Rough path stability of (semi-)linear SPDEs (2013)Rough path stability of (semi…Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths (2013)Regularity of laws and ergodi…A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2010)A (rough) pathwise approach t…Rough evolution equations (2006)Rough evolution equationsControlling rough paths (2004)Controlling rough pathsPathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (2002)Pathwise stochastic Taylor ex…Differential equations driven by rough signals (1998)Controlled Markov Processes and Viscosity Solutions (2005)A Concise Course on Stochastic Partial Differential Equations (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)The Malliavin Calculus and Related Topics (2006)Integrability and tail estimates for Gaussian rough differential equations (2013)Rough paths, Signatures and the modelling of functions on streams (2014)From Rough Path Estimates to Multilevel Monte Carlo (2016)System Control and Rough Paths (2002)Approximations of the Brownian rough path with applications to stochastic analysis (2004)Ramification of rough paths (2009)Averaging along irregular curves and regularisation of ODEs (2016)Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994)A relative compactness criterion in Wiener–Sobolev spaces and application to semi-linear Stochastic PDEs (2003)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs (2012)Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic Controls (1999)Stochastic Flows and Stochastic Differential Equations (1998)Non-linear rough heat equations (2011)Rough Burgers-like equations with multiplicative noise (2011)Multidimensional Stochastic Processes as Rough Paths (2010)Numerical solution of stochastic differential equations (2016)Functional Itô calculus (2019)Path dependent optimal transport and model calibration on exotic derivatives (2021)The Malliavin Calculus and Related Topics (1995)An introduction to stochastic partial differential equations (2006)The 1-d stochastic wave equation driven by a fractional Brownian sheet (2007)Delay equations driven by rough paths (2008)
this work references cited by second hop

References

  • 2004Controlling rough paths578 cited
  • 2006Rough evolution equations120 cited
  • 2010A (rough) pathwise approach to a class of non-linear stochastic partial differential equations90 cited
  • 2013Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths88 cited
  • 2002Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs36 cited
  • 2013Rough path stability of (semi-)linear SPDEs25 cited
  • 2016Stochastic control with rough paths21 cited
  • 2015Pathwise Taylor expansions for random fields on multiple dimensional paths20 cited

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