Regularity results for nonlinear Young equations and applications

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Publication:2115095




Abstract: In this paper we provide sufficient conditions which ensure that the non-linear equation dy(t)=Ay(t)dt+sigma(y(t))dx(t), tin(0,T], with y(0)=psi and A being an unbounded operator, admits a unique mild solution which is classical, i.e., y(t)inD(A) for any tin(0,T], and we compute the blow-up rate of the norm of y(t) as tightarrow0+. We stress that the regularity of y is independent on the smoothness of the initial datum psi, which in general does not belong to D(A). As a consequence we get an integral representation of the mild solution y which allows us to prove a chain rule formula for smooth functions of y and necessary conditions for the invariance of hyperplanes with respect to the non-linear evolution equation.









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