Rough evolution equations
Massimiliano Gubinelli and Samy Tindel
Source: Ann. Probab. Volume 38, Number 1
(2010), 1-75.
Abstract
We generalize Lyons’ rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a class of linear and nonlinear 1d SPDEs driven by a space–time Gaussian noise with singular space covariance and Brownian time dependence.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1264433992
Digital Object Identifier: doi:10.1214/08-AOP437
Zentralblatt MATH identifier: 05678673
Mathematical Reviews number (MathSciNet): MR2599193
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