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...
Main Author: | Jin, R |
---|---|
Other Authors: | Gubinelli, M |
Format: | Thesis |
Language: | English |
Published: |
2024
|
Subjects: |
Similar Items
-
Numerical analysis of some multiscale and stochastic partial differential equations
by: Xia, Bing Xing
Published: (2014) -
Studying partially ordered systems using stochastic differential equations
by: Rolls, E
Published: (2018) -
A stochastic partial differential equation approach to mortgage backed securities
by: Ahmad, F
Published: (2012) -
Generalised polynomial chaos approximation for stochastic fractional partial differential equations
by: Teh, Yu Xuan
Published: (2023) -
Application of stochastic differential equations and stochastic delay differential equations in population dynamics
by: Bahar, Arifah
Published: (2005)