Rough evolution equations
Tindel, Samy; Gubinelli, Massimiliano (2010), Rough evolution equations, Annals of Probability, 38, 1, p. . http://dx.doi.org/10.1214/08-AOP437
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00359724/en/
Journal nameAnnals of Probability
Institute of Mathematical Statistics
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Abstract (EN)We show how to generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equations associated to an analytic semigroup and driven by an irregular noise. As an illustration, we apply the theory to a class of 1d SPDEs driven by a space-time fractional Brownian motion.
Subjects / Keywordsfractional Brownian motion; Rough Paths Theory; Stochastic PDEs; Mathematics
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