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dc.contributor.authorTorrecilla, Iván
dc.contributor.authorTindel, Samy
dc.contributor.authorGubinelli, Massimiliano
dc.date.accessioned2014-03-17T12:43:32Z
dc.date.available2014-03-17T12:43:32Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/12904
dc.language.isoenen
dc.subjectStochastic PDEsen
dc.subjectStochastic viscosity solutionsen
dc.subjectRough paths theoryen
dc.subject.ddc519en
dc.titleControlled viscosity solutions of fully nonlinear rough PDEsen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherInstitut Élie Cartan de Lorraine (IECL) CNRS : UMR7502 – Université de Lorraine;France
dc.contributor.editoruniversityotherBIGS (INRIA Nancy - Grand Est / IECN) INRIA – CNRS : UMR7502 – Université de Lorraine;France
dc.description.abstractenWe propose a definition of viscosity solutions to fully nonlinear PDEs driven by a rough path via appropriate notions of test functions and rough jets. These objects will be defined as controlled processes with respect to the driving rough path. We show that this notion is compatible with the seminal results of Lions and Souganidis and with the recent results of Friz and coauthors on fully non-linear SPDEs with rough drivers.en
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages22en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00958201en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.submittednonen


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