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arXiv · 0803.0552

Rough evolution equations

Massimiliano Gubinelli·Samy Tindel
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Abstract

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a class of linear and nonlinear 1d SPDEs driven by a space--time Gaussian noise with singular space covariance and Brownian time dependence.

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Massimiliano Gubinelli, Samy Tindel. 2008-03-04. Rough evolution equations. https://doi.org/10.1214/08-aop437

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