1210.2684 (M. Gubinelli et al.)

Paraproducts, rough paths and controlled distributions    [PDF]

M. Gubinelli, P. Imkeller, N. Perkowski

We propose a theory of products of distributions in $R^d$ with Besov regularity using techniques of paradifferential calculus and ideas from the theory of controlled rough paths. We apply this theory to solve a multi-dimensional Burgers type SPDE with rough space-time white noise, and a two-dimensional non-linear heat equation with rough space dependence.

View original: http://arxiv.org/abs/1210.2684