Rough differential equations driven by signals in Besov spaces (Q907800)
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English | Rough differential equations driven by signals in Besov spaces |
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Rough differential equations driven by signals in Besov spaces (English)
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26 January 2016
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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.
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Besov regularity
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Itô map
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Paradifferential calculus
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Rough differential equation
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Stochastic differential equation
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Young integration
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