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...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Jin, R
Övriga upphovsmän: Gubinelli, M
Materialtyp: Lärdomsprov
Språk:English
Publicerad: 2024
Ämnen: