A Sobolev rough path extension theorem via regularity structures

DOI10.1051/PS/2022016MaRDI QIDQ6133910zbMATH OpenFDO

Authors Chong Liu, David J. Prömel, Josef Teichmann

Publication date 21 August 2023

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

fractional Sobolev spaceregularity structuresreconstruction theoremrough pathLyons-Victoir extension theorem

Mathematics Subject Classification ID

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

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.

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Cited in

(2)

• Besov reconstruction
• Optimal extension to Sobolev rough paths

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