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Mathematics > Probability

Title: Global solutions for semilinear rough partial differential equations

Authors: Robert Hesse, Alexandra Neamtu
(Submitted on 28 Jul 2021)
Abstract: We construct global-in-time solutions for semilinear parabolic rough partial differential equations. We work on a scale of Banach spaces tailored to the controlled rough path approach and derive suitable a-priori estimates of the solution which do not contain quadratic terms.
Comments: Preprint 15 pages
Subjects: Probability (math.PR); Analysis of PDEs (math.AP); Dynamical Systems (math.DS)
MSC classes: 60H15, 60H05, 60G22, 37L55
Cite as: arXiv:2107.13342 [math.PR]
  (or arXiv:2107.13342v1 [math.PR] for this version)

Submission history

From: Alexandra Neamtu [view email]
[v1] Wed, 28 Jul 2021 13:16:42 GMT (14kb)
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