Abstract
We go ahead with the study initiated in [7] about a heat-equation model with non-linear perturbation driven by a space-time fractional noise. Using general results from Hairer’s theory of regularity structures, the analysis reduces to the construction of a so-called $K$-rough path (above the noise), a notion we introduce here as a compromise between regularity structures formalism and rough paths theory. The exhibition of such a $K$-rough path at order three allows us to cover the whole roughness domain that extends up to the standard space-time white noise situation. We also provide a representation of this abstract $K$-rough path in terms of Skorohod stochastic integrals.
Citation
Aurélien Deya. "Construction and Skorohod representation of a fractional $K$-rough path." Electron. J. Probab. 22 1 - 40, 2017. https://doi.org/10.1214/17-EJP69
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