An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866912262539706368 |
|---|---|
| author | Blessing, Alexandra Varzaneh, Mazyar Ghani |
| author_facet | Blessing, Alexandra Varzaneh, Mazyar Ghani |
| contents | This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity $γ\in(1/4,1/2)$ and second treat unbounded diffusion coefficients. To this aim we introduce a suitable notion of a controlled rough path according to a monotone scale of Banach spaces and innovative control functions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_04415 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients Blessing, Alexandra Varzaneh, Mazyar Ghani Probability 60G22, 60L20, 60L50 60L50 This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity $γ\in(1/4,1/2)$ and second treat unbounded diffusion coefficients. To this aim we introduce a suitable notion of a controlled rough path according to a monotone scale of Banach spaces and innovative control functions. |
| title | An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients |
| topic | Probability 60G22, 60L20, 60L50 60L50 |
| url | https://arxiv.org/abs/2503.04415 |