Variability of paths and differential equations with BV-coefficients

DOI10.1214/22-AIHP1308MaRDI QIDQ6147699zbMATH OpenOpenAlexFDO

Authors Michael Hinz, Jonas M. Toelle, Lauri Viitasaari

Publication date 16 January 2024

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.11698

zbMATH Keywords

differential equationsRiesz potentialfunctions of bounded variationgeneralized Lebesgue-Stieltjes integralsHölder path

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear ordinary differential equations and systems (34A34) Integral representations, integral operators, integral equations methods in higher dimensions (31B10)

Abstract: We define compositions $varphi(X)$ of H"older paths $X$ in $mathbb{R}^n$ and functions of bounded variation $varphi$ under a relative condition involving the path and the gradient measure of $varphi$. We show the existence and properties of generalized Lebesgue-Stieltjes integrals of compositions $varphi(X)$ with respect to a given H"older path $Y$. These results are then used, together with Doss' transform, to obtain existence and, in a certain sense, uniqueness results for differential equations in $mathbb{R}^n$ driven by H"older paths and involving coefficients of bounded variation. Examples include equations with discontinuous coefficients driven by paths of two-dimensional fractional Brownian motions.

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Cited in

(2)

• On the existence and regularity of local times
• Forward integration of bounded variation coefficients with respect to Hölder continuous processes

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