Unbounded rough drivers
Analysis of PDEs
2017-06-27 v4 Probability
Abstract
We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven by time-dependent vector fields which are only distributions in the time direction.
Cite
@article{arxiv.1501.02074,
title = {Unbounded rough drivers},
author = {I. Bailleul and M. Gubinelli},
journal= {arXiv preprint arXiv:1501.02074},
year = {2017}
}
Comments
38 pages. some improvements and precisions