Non-linear Rough Heat Equations - Archive ouverte HAL
Article Dans Une Revue Probability Theory and Related Fields Année : 2012

Non-linear Rough Heat Equations

Résumé

This article is devoted to define and solve an evolution equation of the form $dy_t=\Delta y_t dt+ dX_t(y_t)$, where $\Delta$ stands for the Laplace operator on a space of the form $L^p(\mathbb{R}^n)$, and $X$ is a finite dimensional noisy nonlinearity whose typical form is given by $X_t(\varphi)=\sum_{i=1}^N x^{i}_t f_i(\varphi)$, where each $x=(x^{(1)},...,x^{(N)})$ is a $\gamma$-Hölder function generating a rough path and each $f_i$ is a smooth enough function defined on $L^p(\mathbb{R}^n)$. The generalization of the usual rough path theory allowing to cope with such kind of systems is carefully constructed.

Dates et versions

hal-00658081 , version 1 (09-01-2012)

Identifiants

Citer

Aurélien Deya, Massimiliano Gubinelli, Samy Tindel. Non-linear Rough Heat Equations. Probability Theory and Related Fields, 2012, 153 (1-2), pp.97-147. ⟨10.1007/s00440-011-0341-z⟩. ⟨hal-00658081⟩
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