Construction and Skorohod representation of a fractional K-rough path

Aurélien Deya

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arXiv · 1607.05489

Construction and Skorohod representation of a fractional K-rough path

Aurélien Deya

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Abstract

We go ahead with the study initiated in [3] about a heat-equation model with non-linear perturbation driven by a space-time fractional noise. Using general results from Hairer's theory of regularity structures, the analysis reduces to the construction of a so-called K-rough path (above the noise), a notion we introduce here as a compromise between regularity structures formalism and rough paths theory. The exhibition of such a K-rough path at order three allows us to cover the whole roughness domain that extends up to the standard space-time white noise situation. We also provide a representation of this abstract K-rough path in terms of Skorohod stochastic integrals.

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Aurélien Deya. 2016-07-19. Construction and Skorohod representation of a fractional K-rough path. https://arxiv.org/abs/1607.05489

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