82 citations · 147 across the 21 of their papers we have counts for
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Existence, uniqueness and stability of semi-linear rough partial differential equations
Peter Friz, Torstein Nilssen, Wilhelm Stannat
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on using the variational approach. This includes well-posedness of…
An Itô Formula for rough partial differential equations and some applications
Antoine Hocquet, Torstein Nilssen
We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form on $[0,T]…
Weak solutions of rough path SDE's via Girsanov
Torstein Nilssen
We consider a differential equation driven by a Brownian motion as well as a rough path. We prove a Girsanov-type result for this equation to construct a weak solution in the proba…
Generalized Burgers equation with rough transport noise
Antoine Hocquet, Torstein Nilssen, Wilhelm Stannat
We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space-…