55 citations · 684 across the 94 of their papers we have counts for
4 papers · 1 filter
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…
Support theorem for a singular semilinear stochastic partial differential equation
K. Chouk, P. K. Friz
We consider the generalized parabolic Anderson equation (gPAM) in 2 dimensions with periodic boundary. This is an example of a singular semilinear stochastic partial differential e…
Stochastic scalar conservation laws driven by rough paths
Peter K. Friz, Benjamin Gess
We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geome…
Introduction to Regularity Structures
Martin Hairer
These are short notes from a series of lectures given at the University of Rennes in June 2013, at the University of Bonn in July 2013, at the XVIIth Brazilian School of Probabilit…