Rough nonlocal diffusions
From MaRDI portal
Publication:2238882
DOI10.1016/j.spa.2021.07.002zbMath1480.60301arXiv1905.07270OpenAlexW2944898651MaRDI QIDQ2238882
Torstein Nilssen, Michele Coghi
Publication date: 2 November 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07270
Nonlinear parabolic equations (35K55) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20)
Related Items (4)
Solution properties of the incompressible Euler system with rough path advection ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits ⋮ Regularization of multiplicative SDEs through additive noise
Cites Work
- Unnamed Item
- Unnamed Item
- Propagation of chaos for interacting particles subject to environmental noise
- Integrability and tail estimates for Gaussian rough differential equations
- A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
- Stochastic partial differential equations: an introduction
- Mean field games with common noise
- Functional analysis, Sobolev spaces and partial differential equations
- Particle representations for a class of nonlinear SPDEs
- A priori estimates for rough PDEs with application to rough conservation laws
- Controlling rough paths
- Stochastic McKean-Vlasov equations
- An energy method for rough partial differential equations
- Solving mean field rough differential equations
- One-dimensional reflected rough differential equations
- Stochastic nonlinear Fokker-Planck equations
- Existence, uniqueness and stability of semi-linear rough partial differential equations
- Rough flows
- Pathwise McKean-Vlasov theory with additive noise
- Evolving communities with individual preferences
- Multidimensional Stochastic Processes as Rough Paths
- Unbounded rough drivers
- Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
- A course on rough paths. With an introduction to regularity structures
- A course on rough paths. With an introduction to regularity structures
This page was built for publication: Rough nonlocal diffusions
