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5 papers · 2 filters
Non-linear Rough Heat Equations
A. Deya, M. Gubinelli, S. Tindel
This article is devoted to define and solve an evolution equation of the form , where stands for the Laplace operator on a space of the form $L^p(\math…
On the orthogonal component of BSDEs in a Markovian setting
Anthony Réveillac
In this Note we consider a quadratic backward stochastic differential equation (BSDE) driven by a continuous martingale and whose generator is a deterministic function. We prov…
Global existence for rough differential equations under linear growth conditions
Massimiliano Gubinelli, Antoine Lejay
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an expl…
Quenched scaling limits of trap models
M. Jara, C. Landim, A. Teixeira
Fix a strictly positive measure on the -dimensional torus $\bb T^d$. For an integer , denote by , , , the -measure of the c…
Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
Rémi Rhodes
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients hav…