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Stochastic Analysis and Related TopicsOn A Priori Estimates for Rough PDEs

Stochastic Analysis and Related Topics: On A Priori Estimates for Rough PDEs [In this note, we present a new and simple method which allows to get a priori bounds on rough partial differential equations. The technique is based on a weak formulation of the equation and a rough version of Gronwall’s lemma. The method is presented on a simple linear example, but might be generalized to a wide number of situations.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Stochastic Analysis and Related TopicsOn A Priori Estimates for Rough PDEs

Part of the Progress in Probability Book Series (volume 72)
Editors: Baudoin, Fabrice; Peterson, Jonathon
Feng, Qi; Tindel, Samy
Stochastic Analysis and Related Topics — Sep 27, 2017
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References (19)

Publisher
Springer International Publishing
Copyright
© Springer International Publishing AG 2017
ISBN
978-3-319-59670-9
Pages
117 –138
DOI
10.1007/978-3-319-59671-6_6
Publisher site
See Chapter on Publisher Site

Abstract

[In this note, we present a new and simple method which allows to get a priori bounds on rough partial differential equations. The technique is based on a weak formulation of the equation and a rough version of Gronwall’s lemma. The method is presented on a simple linear example, but might be generalized to a wide number of situations.]

Published: Sep 27, 2017

Keywords: A priori estimate; Rough Gonwall lemma; Rough paths; Stochastic PDEs

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