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| We shall briefly review the pathwise approach to fully non-linear stochastic partial differential equations due to Lions--Souganidis. In some cases (joint work Caruana, Diehl, Oberhauser) this was extended to rough path noise in the sense of Lyons.
The focus of this talk will be on a fully non-linear evolution equations, with noise of the form $H(x,Du) \circ dB$ where the Hamiltonian is quadratic in $Du$ and $B$ can be an arbitrary, scalar continuous path. |
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