Solving linear parabolic rough partial differential equations-Reference-Cited by-同舟云学术

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Solving linear parabolic rough partial differential equations

Published:2020-10 Issue:1 Volume:490 Page:124236
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Bayer Christian,Belomestny Denis,Redmann Martin,Riedel Sebastian,Schoenmakers John

Funder

Russian Academic Excellence Project

RSF

DFG

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference31 articles.

1. Ordinary Differential Equations: An Introduction to Nonlinear Analysis, vol. 13;Amann,1990

2. SDE based regression for linear random PDEs;Anker;SIAM J. Sci. Comput.,2017

3. An Introduction to the Geometry of Stochastic Flows;Baudoin,2004

4. From rough path estimates to multilevel Monte Carlo;Bayer;SIAM J. Numer. Anal.,2016

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