Variational solutions for partial differential equations driven by a fractional noise

By David Nualart, P. Vuillermot. 2006

58 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/0af5f48532f658bd05f70612d5e3fa19171e90e7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Samy Tindel
2. Antoine Lejay
3. Martina Hofmanov'a
4. Massimiliano Gubinelli
5. Franco Flandoli

In Control and Systems Engineering

1. Samy Tindel
2. Massimiliano Gubinelli
3. A. Deya
4. Antoine Lejay
5. Martina Hofmanov'a
6. Peter K. Friz
7. M. Caruana
8. María J. Garrido-Atienza

In Finance

1. Samy Tindel
2. Massimiliano Gubinelli
3. A. Deya
4. Antoine Lejay
5. Martina Hofmanov'a
6. Peter K. Friz
7. David Nualart
8. Martin Hairer

Citations in the corpus

• Controlled differential equations as Young integrals: A simple approach (2010, background): “However, to tackle some Stochastic Partial Differential Equations driven by some fractional noise, one needs to use a proper new notion of solution, such as mild solution [13] or variational solution [33,34].”
• A priori estimates for rough PDEs with application to rough conservation laws (2016, background): “This last work introduces for the first time apriori estimates for RPDEs, that is estimates which holds for any weak solution of the RPDE (though we should also mention the contribution [57], in which weak formulations are investigated for Young type equations driven by fractional Brownian motions w”