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arXiv 0911.0618math.PRmath.AP
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非线性粗糙Heat Equations

Non-linear Rough Heat Equations

A. Deya, M. Gubinelli, S. Tindel

摘要:

本文定义并求解了一个$dy_t=Δy_t dt+ dX_t(y_t)$形式的发展方程,其中$Δ$表示$L^p(\mathbb{R}^n)$形式空间上的Laplace算子,$X$是一个有限维噪声非线性方程,其典型形式由$X_t(φ)=\sum_{i=1}^N x^{i}_t f_i(φ)$给出,其中每个$x=(x^{(1)},...,x^{(N)})$是一个生成粗糙路径的$γ$函数,每个$f_i$是定义在$L^p(\mathbb{R}^n)$上的一个足够光滑的函数.通常的粗糙路径理论的推广允许处理这样的系统仔细构造。

英文摘要:

This article is devoted to define and solve an evolution equation of the form $dy_t=Δy_t dt+ dX_t(y_t)$, where $Δ$ stands for the Laplace operator on a space of the form $L^p(\mathbb{R}^n)$, and $X$ is a finite dimensional noisy nonlinearity whose typical form is given by $X_t(φ)=\sum_{i=1}^N x^{i}_t f_i(φ)$, where each $x=(x^{(1)},...,x^{(N)})$ is a $γ$-Hölder function generating a rough path and each $f_i$ is a smooth enough function defined on $L^p(\mathbb{R}^n)$. The generalization of the usual rough path theory allowing to cope with such kind of systems is carefully constructed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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