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arxiv: 1809.08616 · v2 · pith:ML5WDTYInew · submitted 2018-09-23 · 🧮 math.PR

Local mild solutions for rough stochastic partial differential equations

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keywords stochasticequationsevolutionmildroughsolutionsallowsappropriate
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We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces. Using elements from rough paths theory we introduce an appropriate integral with respect to the fBm. This allows us to solve pathwise our stochastic evolution equation in a suitable function space.

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