Rough path stability of (semi-)linear SPDEs
We 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...
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| Médium: | Journal article |
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Springer Verlag
2013
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