Rough path metrics on a Besov–Nikolskii-type scale
From MaRDI portal
Publication:4691083
DOI10.1090/tran/7264zbMath1428.60143arXiv1609.03132WikidataQ129470697 ScholiaQ129470697MaRDI QIDQ4691083
Peter K. Friz, David J. Prömel
Publication date: 18 October 2018
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.03132
Besov space; \(p\)-variation; controlled differential equation; rough path; Itô-Lyons map; Besov embedding; Riesz-type variation
46N20: Applications of functional analysis to differential and integral equations
60L20: Rough paths
60L40: Paracontrolled distributions and alternative approaches
Related Items
ON THE REGULARITY OF SLE TRACE, Perturbations of singular fractional SDEs, On Sobolev rough paths, Besov rough path analysis (with an appendix by Pavel Zorin-Kranich), Deterministic homogenization under optimal moment assumptions for fast-slow systems. II, New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Reflected rough differential equations
- Sobolev, Besov and Nikolskii fractional spaces: Imbeddings and comparisons for vector valued spaces on an interval
- A variation embedding theorem and applications
- Superposition operators and functions of bounded \(p\)-variation
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Rough differential equations driven by signals in Besov spaces
- Theory of function spaces
- Integration with respect to fractal functions and stochastic calculus. I
- Differential equations driven by rough signals
- Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
- Controlling rough paths
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- First order \(p\)-variations and Besov spaces
- Integration with respect to Fractal Functions and Stochastic Calculus II
- Mouvement brownien et espaces de besov
- Some classes of Banach spaces depending on a parameter
- Multidimensional Stochastic Processes as Rough Paths
- On the non-existence of path integrals
- System Control and Rough Paths
- On Fractional Integration by Parts
- A course on rough paths. With an introduction to regularity structures