Stochastic heat equation with rough dependence in space

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4textless{}Htextless{}1/2 in the space variable. The existence and uniqueness of the solution u are proved assuming the nonlinear coefficient is differentiable with a Lipschitz derivative and vanishes at 0. In the case of a multiplicative noise, that is the linear equation, we derive the Wiener chaos expansion of the solution and a Feynman-Kac formula for the moments of the solution. These results allow us to establish sharp lower and upper asymptotic bounds for the moments of the solution.

Controlled viscosity solutions of fully nonlinear rough PDEs

We propose a definition of viscosity solutions to fully nonlinear PDEs driven by a rough path via appropriate notions of test functions and rough jets. These objects will be defined as controlled processes with respect to the driving rough path. We show that this notion is compatible with the seminal results of Lions and Souganidis and with the recent results of Friz and coauthors on fully non-linear SPDEs with rough drivers.