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An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients

Published 6 Mar 2025 in math.PR | (2503.04415v1)

Abstract: This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity $\gamma\in(1/4,1/2)$ and second treat unbounded diffusion coefficients. To this aim we introduce a suitable notion of a controlled rough path according to a monotone scale of Banach spaces and innovative control functions.

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