http://springerlink.metapress.com/content/1572-929X/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 \gamma-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 $\gamma$ in (0,1)), and then when B satisfies some Lipschitz type conditions (for \gamma>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
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These notes aim to take the reader from an elementary understanding of functional analysis and proba...
37 pages, 3 figuresInternational audienceIn this paper, we develop a Young integration theory in dim...
In this dissertation, we investigate various problems in the analysis of stochastic (partial) differ...
We study a reaction-diffusion evolution equation perturbed by a Gaussian noise. Here the leading ope...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...
International audienceThe theory of rough paths allows one to define controlled differential equatio...
AbstractThe theory of rough paths allows one to define controlled differential equations driven by a...
AbstractIn general settings, applying evolutional semigroup arguments, we prove the existence and un...
Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is extende...
AbstractWe discuss existence, uniqueness, and space–time Hölder regularity for solutions of the para...
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolutio...
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We sha...
46 pagesIn this paper we consider a n-dimensional stochastic differential equation driven by a fract...
AbstractIn this article, a class of second-order differential equations on [0,1], driven by a γ-Höld...
A differential calculus for random fields is developed and combined with the S-transform to obtain a...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
37 pages, 3 figuresInternational audienceIn this paper, we develop a Young integration theory in dim...
In this dissertation, we investigate various problems in the analysis of stochastic (partial) differ...
We study a reaction-diffusion evolution equation perturbed by a Gaussian noise. Here the leading ope...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...