A mild rough Gronwall Lemma with applications to non-autonomous evolution equations
Abstract
We derive a Gronwall type inequality for mild solutions of non-autonomous parabolic rough partial differential equations (RPDEs). This inequality together with an analysis of the Cameron-Martin space associated to the noise, allows us to obtain the existence of moments of all order for the solution of the corresponding RPDE and its Jacobian when the random input is given by a Gaussian Volterra process. Applying further the multiplicative ergodic theorem, these integrable bounds entail the existence of Lyapunov exponents for RPDEs. We illustrate these results for stochastic partial differential equations with multiplicative boundary noise.
Keywords
Cite
@article{arxiv.2503.03628,
title = {A mild rough Gronwall Lemma with applications to non-autonomous evolution equations},
author = {Alexandra Blessing and Mazyar Ghani Varzaneh and Tim Seitz},
journal= {arXiv preprint arXiv:2503.03628},
year = {2025}
}
Comments
Added an Appendix and revised the paper according to reviewer comments. 56 pages, Comments are welcome, to appear in: Stochastic Partial Differential Equations: Analysis and Computation