Author:
GUBINELLI MASSIMILIANO,IMKELLER PETER,PERKOWSKI NICOLAS
Abstract
We introduce an approach to study certain singular partial differential equations (PDEs) which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems such as differential equations driven by fractional Brownian motion, a fractional Burgers-type stochastic PDE (SPDE) driven by space-time white noise, and a nonlinear version of the parabolic Anderson model with a white noise potential.
Publisher
Cambridge University Press (CUP)
Subject
Discrete Mathematics and Combinatorics,Geometry and Topology,Mathematical Physics,Statistics and Probability,Algebra and Number Theory,Analysis
Cited by
264 articles.
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