arXiv:2209.10348 Abstract | arXiv Analytics

arXiv:2209.10348 [math.PR]Abstract References Reviews Resources

Stochastic evolution equations with rough boundary noise

Published 2022-09-21Version 1

We investigate the 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.

Comments: Preprint, 24 pages. Comments are welcome

Categories: math.PR, math.AP, math.DS

Subjects: 60G22, 60L20, 60L50, 37H05, 37L55

Keywords: stochastic evolution equations, rough boundary noise, fractional brownian motion, multiplicative neumann boundary noise, controlled rough path approach

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