论文标题

边界噪声粗糙的随机演化方程

Stochastic evolution equations with rough boundary noise

论文作者

Neamtu, Alexandra, Seitz, Tim

论文摘要

我们研究了由多种诺伊曼边界噪声扰动的随机演化方程的路径良好性,例如$ h \ in(1/3,1/2] $的分数布朗运动,将受控的粗糙路径方法与额外算子的理论结合在一起,我们建立了该方程的全球解决方案的存在和流动。

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the theory of extrapolation operators, we establish global existence of solutions and flows for such equations. For Dirichlet boundary noise we obtain similar results in the Young regime.

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