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arxiv: 0803.0552 · v2 · submitted 2008-03-04 · 🧮 math.PR · math.FA

Rough evolution equations

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keywords drivenevolutionnoisenonlinearroughanalyticassociatedbrownian
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We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a class of linear and nonlinear 1d SPDEs driven by a space--time Gaussian noise with singular space covariance and Brownian time dependence.

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