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Mild Solution of Semilinear Rough Stochastic Evolution Equations

Probability 2024-01-31 v1

Abstract

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term dut=[Ltut+f(t,ut)]dt+(Gtut+gt)dXt+h(t,ut)dWtdu_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}, where (Lt)t[0,T]\left(L_{t}\right)_{t \in \left[0, T\right]} is a family of unbounded operators acting on a monotone family of interpolation Hilbert spaces, X\mathbf{X} is a two-step α\alpha-H\"older rough path with α(1/3,1/2]\alpha \in \left(1/3, 1/2\right] and WW is a Brownian motion. Existence and uniqueness of the mild solution are given through the stochastic controlled rough path approach and fixed-point argument. As a technical tool to define rough stochastic convolutions, we also develop a general mild stochastic sewing lemma, which is applicable for processes according to a monotone family.

Keywords

Cite

@article{arxiv.2401.16815,
  title  = {Mild Solution of Semilinear Rough Stochastic Evolution Equations},
  author = {Jiahao Liang and Shanjian Tang},
  journal= {arXiv preprint arXiv:2401.16815},
  year   = {2024}
}

Comments

22 pages

R2 v1 2026-06-28T14:31:23.076Z