Variability of paths and differential equations with BV-coefficients

DOI10.1214/22-AIHP1308arXiv2003.11698OpenAlexW3013031649MaRDI QIDQ6147699FDOQ6147699

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)

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.

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

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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)

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