Young integrals and SPDEs
| dc.creator | Lejay, Antoine | |
| dc.creator | Gubinelli, Massimiliano | |
| dc.creator | Tindel, Samy | |
| dc.date | 2004-07-16 | |
| dc.date.accessioned | 2026-07-07T05:10:24Z | |
| dc.date.available | 2026-07-07T05:10:24Z | |
| dc.description | In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $γ$-Hölder continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an analytical semigroup. Then, we will give some sharp conditions on $X$ in order to solve the above equation in a function space, first in the linear case (for any value of $γ$ in $(0,1)$), and then when $B$ satisfies some Lipschitz type conditions (for $γ>1/2$). 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. | |
| dc.description | 22 pages, no figures | |
| dc.identifier | https://arxiv.org/abs/math/0407294 | |
| dc.identifier | http://arxiv.org/abs/math/0407294 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/71921 | |
| dc.subject | Probability | |
| dc.subject | Functional Analysis | |
| dc.subject | 60H15; 47D62 | |
| dc.title | Young integrals and SPDEs | |
| dc.type | text |