82 citations · 147 across the 21 of their papers we have counts for
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math.PR2015
Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion
Torstein Nilssen
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the frac…
math.PR2015
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDE's with singular drift
David Baños, Torstein Nilssen, Frank Proske
In this paper we present a new method for the construction of strong solutions of SDE's with merely integrable drift coefficients driven by a multidimensional fractional Brownian m…
math.PR2015
Rough linear PDE's with discontinuous coefficients - existence of solutions via regularization by fractional Brownian motion
Torstein Nilssen
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 il…