A Sobolev rough path extension theorem via regularity structures

DOI10.1051/PS/2022016arXiv2104.06158MaRDI QIDQ6133910FDOQ6133910

Authors: Chong Liu, David J. Prömel, Josef Teichmann 

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: We show that every $mathbb{R}^d$-valued Sobolev path with regularity $alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $alpha<1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairer's reconstruction theorem generalized to a framework allowing for Sobolev models and Sobolev modelled distributions. Moreover, we show that the corresponding lifting map is locally Lipschitz continuous with respect to the inhomogeneous Sobolev metric.

Full work available at URL: https://arxiv.org/abs/2104.06158

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zbMATH Keywords

fractional Sobolev spaceregularity structuresreconstruction theoremrough pathLyons-Victoir extension theorem

Mathematics Subject Classification ID

Rough paths (60L20) Regularity structures (60L30)

Cited In (2)

• Besov reconstruction
• Optimal extension to Sobolev rough paths

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