By Christian Bayer and others

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path *\mathbf{W}* of H\"older regularity *\alpha* with *1/3 < \alpha \le 1/2*. Based on a stochastic representation... Show more

March 26, 2018

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Solving linear parabolic rough partial differential equations

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