36 citations · 208 across the 26 of their papers we have counts for
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math.PR2016
Backward stochastic differential equations with Young drift
Joscha Diehl, Jianfeng Zhang
We prove via a direct fixpoint argument the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite -variation wit…
math.PR2016★ 36 cited
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
Joscha Diehl, Massimiliano Gubinelli, Nicolas Perkowski
We consider a system of infinitely many interacting Brownian motions that models the height of a one-dimensional interface between two bulk phases. We prove that the large scale fl…