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We propose a definition of viscosity solutions to fully nonlinear PDEs driven by a rough path via appropriate notions of test functions and rough jets. These objects will be defined as controlled processes with respect to the driving rough path. We show that this notion is compatible with the seminal results of Lions and Souganidis and with the recent results of Friz and coauthors on fully non-linear SPDEs with rough drivers.
In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,omega)$, and generator Lipschitz continuous in $(y,z,gamma)$. We prove that our defi
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated
In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10]. We establi
We study the focusing mass-critical rough nonlinear Schroedinger equations, where the stochastic integration is taken in the sense of controlled rough path. We obtain the global well-posedness if the mass of initial data is below that of the ground s
We are concerned with the multi-bubble blow-up solutions to rough nonlinear Schrodinger equations in the focusing mass-critical case. In both dimensions one and two, we construct the finite time multi-bubble solutions, which concentrate at $K$ distin