Rough path stability of (semi-)linear SPDEs
نویسندگان
چکیده
منابع مشابه
Rough path stability of SPDEs arising in non-linear filtering
We prove a longstanding conjecture [Lyons, T. J.; Differential equations driven by rough signals. Rev. Mat. Iberoamericana 14 (1998), no. 2, 215—310] concerning the applicability of rough path analysis for stochastic partial differential equations arising from the theory of non-linear filtering.
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2013
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-013-0483-2