Local mild solutions for rough stochastic partial differential equations
Probability
2019-04-08 v2
Abstract
We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an appropriate integral with respect to the fBm. This allows us to solve pathwise our stochastic evolution equation in a suitable function space.
Cite
@article{arxiv.1809.08616,
title = {Local mild solutions for rough stochastic partial differential equations},
author = {Robert Hesse and Alexandra Neamtu},
journal= {arXiv preprint arXiv:1809.08616},
year = {2019}
}
Comments
58 pages, preprint