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dc.contributor.authorDeya, Aurélien
dc.contributor.authorGubinelli, Massimiliano
dc.contributor.authorTindel, Samy
dc.date.accessioned2011-04-26T13:21:24Z
dc.date.available2011-04-26T13:21:24Z
dc.date.issued2012
dc.identifier.issn0178-8051
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6044
dc.language.isoenen
dc.subjectRough paths theory
dc.subjectStochastic PDEs
dc.subjectFractional Brownian motion
dc.subject.ddc519en
dc.titleNon-linear rough heat equations
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis article is devoted to define and solve an evolution equation of the form dy t = Δy t dt + dX t (y t ), where Δ stands for the Laplace operator on a space of the form Lp(\mathbb Rn)Lp(Rn), and X is a finite dimensional noisy nonlinearity whose typical form is given by Xt(j)=åi=1N xit fi(j)Xt()=Ni=1xitfi() , where each x = (x (1), … , x (N)) is a γ-Hölder function generating a rough path and each f i is a smooth enough function defined on Lp(\mathbb Rn)Lp(Rn). The generalization of the usual rough path theory allowing to cope with such kind of system is carefully constructed.
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnlvol153
dc.relation.isversionofjnlissue1-2
dc.relation.isversionofjnldate2012
dc.relation.isversionofjnlpages97-147
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00440-011-0341-z
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2017-09-11T15:03:03Z


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