Blar i Administration på tidsskrift "Potential Analysis"
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An Itô Formula for rough partial differential equations and some applications
(Peer reviewed; Journal article, 2020)We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form ∂tu−Atu−f = (X˙t(x)·∇+Y˙ t(x))u on [0, T ]×Rd . To do so, we introduce a concept of “differential rough driver”, ...