Local mild solutions for rough stochastic partial differential equations
Abstract
We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ (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.
- Publication:
-
Journal of Differential Equations
- Pub Date:
- November 2019
- DOI:
- arXiv:
- arXiv:1809.08616
- Bibcode:
- 2019JDE...267.6480H
- Keywords:
-
- 60H15;
- 60H05;
- 60G22;
- Mathematics - Probability;
- 60H15;
- 60G22;
- 60H05
- E-Print:
- 58 pages, preprint