On the rough Gronwall lemma and its applications

DOI10.1007/978-3-319-74929-7_21zbMATH Open1405.60093arXiv1709.03072OpenAlexW2962872347MaRDI QIDQ1710439

Martina Hofmanová

Publication date: 22 January 2019

Abstract: We present a rough path analog of the classical Gronwall Lemma introduced recently by A. Deya, M. Gubinelli, M. Hofmanov'a, S. Tindel in [arXiv:1604.00437] and discuss two of its applications. First, it is applied in the framework of rough path driven PDEs in order to establish energy estimates for weak solutions. Second, it is used in order to prove uniqueness for reflected rough differential equations.

Full work available at URL: https://arxiv.org/abs/1709.03072

zbMATH Keywords

rough pathsreflected rough differential equationsrough partial differential equationsrough Gronwall lemma

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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