On the convergence rate of the splitting-up scheme for rough partial differential equations

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rough paths (60L20)

Cites Work

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A course on rough paths. With an introduction to regularity structures

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