Peter H. C. Pang

collaborators

3 papers

math.CA2024

Convergence rate in the splitting-up method for rough differential equations

Peter H. C. Pang

In this note we construct solutions to rough differential equations $d Y = f (Y) d X$ with a driver $X \in C^{α} ([0, T]; R^{d})$ , $\frac{1}{3} < α \leq \frac{1}{2}$ , using a…

math.PR2024

Convergence of stochastic integrals with applications to transport equations and conservation laws with noise

Kenneth H. Karlsen, Peter H. C. Pang

Convergence of stochastic integrals driven by Wiener processes $W_{n}$ , with $W_{n} \to W$ almost surely in $C_{t}$ , is crucial in analyzing SPDEs. Our focus is on the convergence of the…

math.AP2023

Second order commutator estimates in renormalisation theory for SPDEs with gradient-type noise

Peter H. C. Pang

An important step in standard renormalisation arguments involve convolution against a standard mollifier. As pointed out in (Punshon-Smith--Smith 2018), this generates second order…