Rough analysis and stochastic partial differential equations

<p>Rough analysis involves the study of systems governed by (partial) differential equations driven by irregular (’rough’) signals. This thesis explores advancements in pathwise Itô formula with arbitrary rough signal, singulars stochastic partial differential equations (SPDEs) and its applica...

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Bibliographic Details
Main Author: Jin, R
Other Authors: Gubinelli, M
Format: Thesis
Language:English
Published: 2024
Subjects: