688 citations
- Centre de Recherche en Mathématiques de la DécisionFR64 papers
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Showing 2009 · math.PRShow all
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math.PR2009★ 1 cited
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…
math.PR2009★ 1 cited
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…