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Existence, uniqueness and stability of semi-linear rough partial differential equations

Published 4 Sep 2018 in math.PR | (1809.00841v1)

Abstract: We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in $Lp(\mathbb{R}d)$, and then -- based on a new method -- energy estimates for non-degenerate linear rough PDE's. We accomplish this by controlling the energy in a properly chosen weighted $L2$-space, where the weight is given as a solution of an associated backward equation. These estimates then allow us to extend well-posedness for linear rough PDE's to semi-linear perturbations.

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