Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325)

The authors consider a random partial differential equation of parabolic type with irregular noise in the drift, not necessarily Gaussian. Actually it is a new type of SPDE that is motivated by random irregular media models. They freeze a realization of the drift and then they are able to study the existence, uniqueness and probabilistic interpretation of the associated parabolic equation. They give a meaning to the solution using a martingale problem and as a stochastic differential equation (in a weak and in a strong sense). In order to obtain these results the authors make use of Young integrals and stochastic calculus via regularization.