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
Hauptverfasser: Deya, A., Gubinelli, M., Tindel, S.
Format: Artikel
Sprache:eng
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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.
ISSN:0178-8051
1432-2064
DOI:10.1007/s00440-011-0341-z