Non-linear Rough Heat Equations
Probability
2009-11-04 v1 Analysis of PDEs
Abstract
This article is devoted to define and solve an evolution equation of the form , where stands for the Laplace operator on a space of the form , and is a finite dimensional noisy nonlinearity whose typical form is given by , where each is a -H\"older function generating a rough path and each is a smooth enough function defined on . The generalization of the usual rough path theory allowing to cope with such kind of systems is carefully constructed.
Keywords
Cite
@article{arxiv.0911.0618,
title = {Non-linear Rough Heat Equations},
author = {A. Deya and M. Gubinelli and S. Tindel},
journal= {arXiv preprint arXiv:0911.0618},
year = {2009}
}
Comments
36 pages