Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited

Joscha Diehl, Peter K. Friz, Harald Oberhauser

Type: Book-Chapter

Publication Date: 2014-01-01

Citations: 14

DOI: https://doi.org/10.1007/978-3-319-11292-3_8

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Springer proceedings in mathematics & statistics - View
Oxford University Research Archive (ORA) (University of Oxford) - View - PDF

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+	Central limit theorem under uncertain linear transformations	2015	Dmitry B. Rokhlin
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+	Pathwise Viscosity Solutions of Stochastic PDEs and Forward Path-Dependent PDEs --- A Rough Path View	2015	Rainer Buckdahn Christian Keller Jin Ma Jianfeng Zhang

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+	VISCOSITY SOLUTIONS OF FULLY NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (Viscosity Solutions of Differential Equations and Related Topics)	2002	Pierre‐Louis Lions Panagiotis E. Souganidis
+	Solutions de viscosité des équations de Hamilton-Jacobi	1994	Guy Barles
+ PDF Chat	On the definition of viscosity solutions for parabolic equations	2001	Petri Juutinen
+	Viscosity solutions of fully nonlinear second-order elliptic partial differential equations	1990	Hitoshi Ishii Pierre‐Louis Lions
+	A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations	2014	Joscha Diehl Harald Oberhauser Sebastian Riedel
+ PDF Chat	Differential equations driven by rough signals	1998	Terry Lyons
+	Uniqueness results for quasilinear parabolic equations through viscosity solutions' methods	2003	Guy Barles Samuel Biton Mariane Bourgoing Olivier Ley
+	Fully nonlinear stochastic pde with semilinear stochastic dependence	2000	Pierre‐Louis Lions Panagiotis E. Souganidis
+	Fully nonlinear stochastic partial differential equations	1998	Pierre‐Louis Lions Panagiotis E. Souganidis
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions