A variation embedding theorem and applications

DOI10.1016/j.jfa.2005.12.021zbMath1114.46022arXivmath/0511520OpenAlexW2130943653MaRDI QIDQ860769

Nicolas Victoir, Peter K. Friz

Publication date: 9 January 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511520

zbMATH Keywords

Besov spacesrough path\(q\)-variation embeddingfractional SobolevRegularity of Cameron-Martin pathsregularity of Ito-map

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17) Stochastic integrals (60H05) Applications of functional analysis in probability theory and statistics (46N30)

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Cites Work

• Large deviation principle for enhanced Gaussian processes
• Differential equations driven by rough signals
• On fractional Brownian processes
• Stochastic integration with respect to Volterra processes
• Approximations of the Brownian rough path with applications to stochastic analysis
• Lévy's area under conditioning
• Integration with respect to Fractal Functions and Stochastic Calculus II
• System Control and Rough Paths
• Equivalent Norms for Sobolev Spaces

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