Spatial rough path lifts of stochastic convolutions
From MaRDI portal
Publication:6236836
arXiv1211.0046MaRDI QIDQ6236836FDOQ6236836
Authors: Peter Friz, Benjamn Gess, Archil Gulisashvili, Sebastian Riedel 
Publication date: 31 October 2012
Abstract: We present sufficient conditions for finite controlled rho-variation of the covariance of Gaussian processes with stationary increments, based on concavity or convexity of their variance function. The motivation for this type of conditions comes from recent work of Hairer [CPAM,2011]. Our results allow to construct rough paths lifts of solutions to a class of fractional stochastic heat equations with additive, possibly colored Wiener noise with respect to their space variable.
Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Trigonometric series of special types (positive coefficients, monotonic coefficients, etc.) (42A32)
This page was built for publication: Spatial rough path lifts of stochastic convolutions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6236836)
