Besov rough path analysis

MaRDI QIDQ6367540zbMATH OpenFDO

Authors Peter Friz, Benjamin Seeger

Publication date 12 May 2021

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Rough paths (60L20)

Abstract: Rough path analysis is developed in the full Besov scale. This extends, and essentially concludes, an investigation started by [Pr"omel--Trabs, Rough differential equations driven by signals in {B}esov spaces. J. Diff. Equ. 2016], further studied in a series of papers by Liu, Pr"omel and Teichmann. A new Besov sewing lemma, a real-analysis result of interest in its own right, plays a key role, and the flexibility in the choice of Besov parameters allows for the treatment of equations not available in the H"older or variation settings. Important classes of stochastic processes fit in the present framework.

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