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 , where is a family of unbounded operators acting on a monotone family of interpolation Hilbert spaces, is a two-step -H\"older rough path with and 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.
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