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Rough evolution equations

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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Related contextCo-authorshipAuthorshipAuthorshipTopic signalTopic signalWRough evolution equationspreprint / 2010AMassimiliano GubinelliResearcherASamy TindelResearcherTmath.PR7239 worksTmath.FA4066 works
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Rough evolution equations

preprint / 2010

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