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Rough evolution equations

Tindel, Samy; Gubinelli, Massimiliano (2010), Rough evolution equations, Annals of Probability, 38, 1, p. . http://dx.doi.org/10.1214/08-AOP437

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00359724/en/
Date
2010
Journal name
Annals of Probability
Volume
38
Number
1
Publisher
Institute of Mathematical Statistics
Pages
; 1-75
Publication identifier
http://dx.doi.org/10.1214/08-AOP437
Metadata
Show full item record
Author(s)
Tindel, Samy
Gubinelli, Massimiliano
Abstract (EN)
We show how to generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equations associated to an analytic semigroup and driven by an irregular noise. As an illustration, we apply the theory to a class of 1d SPDEs driven by a space-time fractional Brownian motion.
Subjects / Keywords
fractional Brownian motion; Rough Paths Theory; Stochastic PDEs; Mathematics

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