Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
By Pierre-Louis Lions, Panagiotis E. Souganidis. 2000
81 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/522f0aa9ea6d96e00a34f1afec936a37fe1f610c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
In Finance
- Peter K. Friz
- Nicolas Victoir
- Harald Oberhauser
- M. Caruana
- T. Cass
- Martin Hairer
- Samy Tindel
- Ismaël F. Bailleul
In Mathematical Physics
- Peter K. Friz
- Nicolas Victoir
- Harald Oberhauser
- M. Caruana
- Massimiliano Gubinelli
- Martin Hairer
- Ismaël F. Bailleul
- Samy Tindel
Citations in the corpus
- Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (2010, background): “From the works of Lions—Souganidis [104, 105, 106] we conjecture that the present results extend to sufficiently smooth but non-linear .”
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2009, background): “Turning to the main topic of this paper, we follow [35,36,38] in considering a real-valued function of time and space u = u(t,x) ∈ BC ( [ 0 ,T ) × R n ) which solves the non-linear partial differential equation in viscosity sense .”