dc.contributor.author | Nilssen, Torstein | |
dc.date.accessioned | 2023-06-13T11:36:13Z | |
dc.date.available | 2023-06-13T11:36:13Z | |
dc.date.created | 2021-01-14T08:01:38Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | Nilssen, T. (2020). Rough linear PDEs with discontinuous coefficients – existence of solutions via regularization by fractional Brownian motion. Electronic Journal of Probability (EJP), 25, 1-33. doi: | en_US |
dc.identifier.issn | 1083-6489 | |
dc.identifier.uri | https://hdl.handle.net/11250/3071125 | |
dc.description.abstract | We consider two related linear PDE’s perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a regularizing effect on the equations in the sense that we can prove existence of solutions for almost all paths of the fractional Brownian motion. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | The Bernoulli Society | en_US |
dc.rights | Navngivelse 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/deed.no | * |
dc.title | Rough linear PDEs with discontinuous coefficients – existence of solutions via regularization by fractional Brownian motion | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | submittedVersion | en_US |
dc.rights.holder | © 2020 The Author(s) | en_US |
dc.subject.nsi | VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410 | en_US |
dc.source.pagenumber | 1-33 | en_US |
dc.source.volume | 25 | en_US |
dc.source.journal | Electronic Journal of Probability (EJP) | en_US |
dc.identifier.doi | 10.1214/20-EJP437 | |
dc.identifier.cristin | 1871029 | |
dc.relation.project | Norges forskningsråd: 230448 | en_US |
cristin.qualitycode | 1 | |