English

Young integrals and SPDEs

Probability 2007-05-23 v1 Functional Analysis

Abstract

In this note, we study the non-linear evolution problem dYt=AYtdt+B(Yt)dXtdY_t = -A Y_t dt + B(Y_t) dX_t, where XX is a γ\gamma-H\"older continuous function of the time parameter, with values in a distribution space, and A-A the generator of an analytical semigroup. Then, we will give some sharp conditions on XX in order to solve the above equation in a function space, first in the linear case (for any value of γ\gamma in (0,1)(0,1)), and then when BB satisfies some Lipschitz type conditions (for γ>1/2\gamma>1/2). The solution of the evolution problem will be understood in the mild sense, and the integrals involved in that definition will be of Young type.

Keywords

Cite

@article{arxiv.math/0407294,
  title  = {Young integrals and SPDEs},
  author = {Antoine Lejay and Massimiliano Gubinelli and Samy Tindel},
  journal= {arXiv preprint arXiv:math/0407294},
  year   = {2007}
}

Comments

22 pages, no figures