Rough evolution equations
Gubinelli, Massimiliano ; Tindel, Samy
Ann. Probab., Tome 38 (2010) no. 1, p. 1-75 / Harvested from Project Euclid
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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.
Publié le : 2010-01-15
Classification:  Rough paths theory,  stochastic PDEs,  fractional Brownian motion,  60H05,  60H07,  60G15 
@article{1264433992,
     author = {Gubinelli, Massimiliano and Tindel, Samy},
     title = {Rough evolution equations},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1-75},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1264433992}
}

Gubinelli, Massimiliano; Tindel, Samy. Rough evolution equations. Ann. Probab., Tome 38 (2010) no. 1, pp.  1-75. http://gdmltest.u-ga.fr/item/1264433992/