Non-linear rough heat equations
This article is devoted to define and solve an evolution equation of the form dy t = Δ y t dt + dX t ( y t ), where Δ stands for the Laplace operator on a space of the form , and X is a finite dimensional noisy nonlinearity whose typical form is given by , where each x = ( x (1) , … , x ( N ) ) i...
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Veröffentlicht in: | Probability theory and related fields 2012-06, Vol.153 (1-2), p.97-147 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | This article is devoted to define and solve an evolution equation of the form
dy
t
= Δ
y
t
dt
+
dX
t
(
y
t
), where Δ stands for the Laplace operator on a space of the form
, and
X
is a finite dimensional noisy nonlinearity whose typical form is given by
, where each
x
= (
x
(1)
, … ,
x
(
N
)
) is a
γ
-Hölder function generating a rough path and each
f
i
is a smooth enough function defined on
. The generalization of the usual rough path theory allowing to cope with such kind of system is carefully constructed. |
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ISSN: | 0178-8051 1432-2064 |
DOI: | 10.1007/s00440-011-0341-z |