Non-linear Rough Heat Equation

نویسندگان

  • A. DEYA
  • M. GUBINELLI
  • S. TINDEL
چکیده

This article is devoted to define and solve an evolution equation of the form dyt = ∆yt dt + dXt(yt), where ∆ stands for the Laplace operator on a space of the form L(R), and X is a finite dimensional noisy nonlinearity whose typical form is given by Xt(φ) = ∑N i=1 x i tfi(φ), where each x = (x , . . . , x) is a γ-Hölder function generating a rough path and each fi is a smooth enough function defined on L(R). The generalization of the usual rough path theory allowing to cope with such kind of system is carefully constructed.

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تاریخ انتشار 2009