The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (Q272978)

The authors study stochastic calculus for an extended class of Gaussian processes, based on rough path analysis. Starting with the properties of variations, they introduce the property of ``complementary Young regularity'' (CYR) which is known to imply Malliavin regularity and also Itô-like probabilistic estimates for stochastic integrals despite their rough pathwise construction. The connection of CYR to Cameron-Martin regularity is studied. It is established that given a multidimensional Gaussian process with covariance of finite \(\rho\)-variation, \(\rho<2\), then CYR holds. The key condition for CYR is a covariance measure structure combined with a classical Jain-Monrad criterion for rough paths. This key condition is checked for many processes, including random Fourier series, where the covariance itself is not known explicitly, but only given as a Fourier series. The rate of convergence of natural approximations of rough paths given in terms of Fourier multipliers is estimated. An application to stochastic partial differential equations, including fractional stochastic heat equations, is given. An application in the context of non-Markovian Hörmander theory is also discussed.