Young Integrals and SPDEs View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2006-12

AUTHORS

Massimiliano Gubinelli, Antoine Lejay, Samy Tindel

ABSTRACT

In this note, we study the non-linear evolution problem where is a -Hölder continuous function of the time parameter, with values in a distribution space, and the generator of an analytical semigroup. Then, we will give some sharp conditions on in order to solve the above equation in a function space, first in the linear case (for any value of in ), and then when satisfies some Lipschitz type conditions (for ). The solution of the evolution problem will be understood in the mild sense, and the integrals involved in that definition will be of Young type. More... »

PAGES

307-326

References to SciGraph publications

  • 2003. An Introduction to Rough Paths in SÉMINAIRE DE PROBABILITÉS XXXVII
  • 1998-07. Integration with respect to fractal functions and stochastic calculus. I in PROBABILITY THEORY AND RELATED FIELDS
  • 1986. An introduction to stochastic partial differential equations in ÉCOLE D'ÉTÉ DE PROBABILITÉS DE SAINT FLOUR XIV - 1984
  • 2003-10. Stochastic evolution equations with fractional Brownian motion in PROBABILITY THEORY AND RELATED FIELDS
  • 1983. Semigroups of Linear Operators and Applications to Partial Differential Equations in NONE
  • 1936-12. An inequality of the Hölder type, connected with Stieltjes integration in ACTA MATHEMATICA
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s11118-006-9013-5

    DOI

    http://dx.doi.org/10.1007/s11118-006-9013-5

    DIMENSIONS

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