36 citations · 208 across the 26 of their papers we have counts for
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math.PR2014★ 31 cited
Stochastic partial differential equations: a rough path view
Joscha Diehl, Peter K. Friz, Wilhelm Stannat
We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many…
math.PR2014
The inverse problem for rough controlled differential equations
I. Bailleul, J. Diehl
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled ev…