English

Existence, uniqueness and stability of semi-linear rough partial differential equations

Probability 2020-01-13 v1

Abstract

We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on Rd\mathbb{R}^d using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in Lp(Rd)L^p(\mathbb{R}^d), and then -- based on a new method -- energy estimates for non-degenerate linear rough PDE's. We accomplish this by controlling the energy in a properly chosen weighted L2L^2-space, where the weight is given as a solution of an associated backward equation. These estimates then allow us to extend well-posedness for linear rough PDE's to semi-linear perturbations.

Keywords

Cite

@article{arxiv.1809.00841,
  title  = {Existence, uniqueness and stability of semi-linear rough partial differential equations},
  author = {Peter Friz and Torstein Nilssen and Wilhelm Stannat},
  journal= {arXiv preprint arXiv:1809.00841},
  year   = {2020}
}
R2 v1 2026-06-23T03:53:23.693Z