Stochastic heat equation with rough dependence in space (Q682274)

The authors consider a nonlinear one-dimensional stochastic partial differential equation driven by a noise \(\dot W = \frac{\partial^2 W}{\partial t \partial x}\) where \(W\) is a standard Brownian motion in time and a fractional Brownian motion with Hurst parameter \(H \in (\frac14,\frac12)\) in space. They get the existence and uniqueness of the solution for a differentiable coefficient \(\sigma\) with a Lipschitz derivative and \(\sigma(0)=0\). The uniqueness of mild solution is obtained using a truncation argument. The existence is proven taking approximations obtained by regularizing the noise and using a compactness argument. Once existence and uniqueness are obtained, they establish the Hölder continuity of the solution in both space and time variables. They also derive bounds for the moments of the solution.