Rough differential equations driven by signals in Besov spaces (Q907800): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1506.03252 / rank
 
Normal rank

Revision as of 17:54, 18 April 2024

scientific article
Language Label Description Also known as
English
Rough differential equations driven by signals in Besov spaces
scientific article

    Statements

    Rough differential equations driven by signals in Besov spaces (English)
    0 references
    0 references
    0 references
    26 January 2016
    0 references
    Dealing with rough differential equations of the form \[ \text{d}u(t)=F(u(t))\xi(t),\quad u(0)=u_0, \quad t\in\mathbb{R}, \] where the driving signal \(\xi\) is in a Besov space, the paper presents a method which encompasses known approaches based on \(p\)-variation and Hölder topology. Due to the generality of the signal functions, the product \(F(u)\xi\) might not be regular enough; therefore, the authors focus on the study of a localized version of the equation in weighted Besov spaces. Such an investigation relies on a paracontrolled distributions approach and the Bony's decomposition of the product. The main goal is then the extension of the Itô-Lyons map to a weight version in the frames of Besov rough paths (a notion introduced by the authors). To illustrate the results, the solvability of some stochastic differential equations is discussed in a pathwise way.
    0 references
    Besov regularity
    0 references
    Itô map
    0 references
    Paradifferential calculus
    0 references
    Rough differential equation
    0 references
    Stochastic differential equation
    0 references
    Young integration
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references