scholarly journals Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac

2017 ◽  
Vol 26 (4) ◽  
pp. 911-947 ◽  
Author(s):  
Joscha Diehl ◽  
Peter Friz ◽  
Wilhelm Stannat
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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