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Non-linear rough heat equations
Authors:A. Deya  M. Gubinelli  S. Tindel
Affiliation:1. Institut élie Cartan Nancy, Université de Nancy, B.P. 239, 54506, Van?duvre-lès-Nancy Cedex, France
2. CEREMADE, Université de Paris-Dauphine, 75116, Paris, France
Abstract:
This 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 ${L^p(mathbb R^n)}$ , and X is a finite dimensional noisy nonlinearity whose typical form is given by ${X_t(varphi)=sum_{i=1}^N , x^{i}_t f_i(varphi)}$ , where each x?=?(x (1), … , x (N)) is a γ-H?lder function generating a rough path and each f i is a smooth enough function defined on ${L^p(mathbb R^n)}$ . The generalization of the usual rough path theory allowing to cope with such kind of system is carefully constructed.
Keywords:
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