Gaussian rough paths lifts via complementary Young regularity

DOI10.1214/24-ECP644MaRDI QIDQ7034131zbMATH OpenFDO

Authors Paul Gassiat, Tom Klose

Publication date 31 January 2025

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP644

zbMATH Keywords

complementary Young regularityGaussian rough pathsPoincaré inequalityrandom Fourier series

Mathematics Subject Classification ID

Convergence and absolute convergence of Fourier and trigonometric series (42A20) Gaussian processes (60G15) Rough paths (60L20)

Cites work

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• Multidimensional stochastic processes as rough paths. Theory and applications.
• The BPHZ theorem for regularity structures via the spectral gap inequality
• The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
• The Malliavin Calculus and Related Topics

Cited in

(2)

• Stochastic estimates for the thin-film equation with thermal noise
• Lecture notes on Malliavin calculus in regularity structures

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