SOME PARABOLIC PDEs WHOSE DRIFT IS AN IRREGULAR RANDOM NOISE IN SPACE
Résumé
We consider a new class of random partial differential equation of parabolic type where the stochastic term is constituted by an irregular noisy drift, not necessarily Gaussian. We provide a suitable interpretation and we study existence. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some suitable sense) of the associated parabolic equation and we investigate probabilistic interpretation.