23 citations · 99 across the 56 of their papers we have counts for
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math.PR2009
Non-Linear Evolution Equations Driven by Rough Paths
Thomas Cass, Zhongmin Qian, Jan Tudor
We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful e…
math.PR2009★ 23 cited
Backward stochastic dynamics on a filtered probability space
Gechun Liang, Terry Lyons, Zhongmin Qian
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, n…