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math.PR2021★ 1 cited
A simple construction of the dynamical model
Aukosh Jagannath, Nicolas Perkowski
The equation is a singular stochastic PDE with important applications in mathematical physics. Its solution usually requires advanced mathematical theories like regularity…
math.PR2021
One-dimensional game-theoretic differential equations
Rafał M. Łochowski, Nicolas Perkowski, David J. Prömel
We provide a very brief introduction to typical paths and the corresponding Itô type integration. Relying on this robust Itô integration, we prove an existence and uniqueness resul…