Local mild solutions for rough stochastic partial differential equations (Q2323836): Difference between revisions
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English | Local mild solutions for rough stochastic partial differential equations |
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Local mild solutions for rough stochastic partial differential equations (English)
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12 September 2019
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The aim of the paper is to investigate mild solutions for stochastic evolution equations involving non-linear operators and driven by the random input \(\omega\) that is a Gaussian process which has the regularity of a fractional Brownian motion with Hurst index \(H\in (1/3, 1/2]\). This means that the authors work within the framework of rough path theory. The equations are considered in infinite-dimensional Banach spaces. In order to solve the equation, the authors give a meaning of the rough ``Volterra'' integral involving semigroup operator and taken with respect to \(\omega\). This allows to solve stochastic evolution equation in the pathwise sense and in a suitable function space. In this paper, only the existence of a local mild solution is established, and this work should be seen as a first step in order to close the gap between rough paths and random dynamical systems in infinite-dimensional spaces.
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stochastic evolution equations
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rough paths theory
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fractional Brownian motion
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