On A Priori Estimates for Rough PDEs

Conference paper
Part of the Progress in Probability book series (PRPR, volume 72)

Abstract

In this note, we present a new and simple method which allows to get a priori bounds on rough partial differential equations. The technique is based on a weak formulation of the equation and a rough version of Gronwall’s lemma. The method is presented on a simple linear example, but might be generalized to a wide number of situations.

Keywords

A priori estimate Rough Gonwall lemma Rough paths Stochastic PDEs 

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Department of MathematicsPurdue UniversityWest LafayetteUSA

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