Rough differential equations driven by signals in Besov spaces

DOI10.1016/j.jde.2015.12.012zbMath1339.34065arXiv1506.03252MaRDI QIDQ907800

Mathias Trabs, David J. Prömel

Publication date: 26 January 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.03252

zbMATH Keywords

Besov regularity; Young integration; Stochastic differential equation; Itô map; Paradifferential calculus; Rough differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

46N30: Applications of functional analysis in probability theory and statistics

46N20: Applications of functional analysis to differential and integral equations

30H25: Besov spaces and (Q_p)-spaces

Related Items

KPZ reloaded, The dynamic \({\Phi^4_3}\) model comes down from infinity, Differential equations driven by rough paths with jumps, An invariance principle for the two-dimensional parabolic Anderson model with small potential

Uses Software

• Wavelet and Multiscale Library

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Heat semigroup and singular PDEs. With an appendix by F. Bernicot and D. Frey
• Solving the KPZ equation
• Perturbed linear rough differential equations
• A theory of regularity structures
• Smoothness of the density for solutions to Gaussian rough differential equations
• KPZ reloaded
• Controlled differential equations as Young integrals: a simple approach
• 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.
• Smooth rough paths and applications to Fourier analysis
• Densities for rough differential equations under Hörmander's condition
• Differential equations driven by Gaussian signals
• Theory of function spaces
• Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
• Integration with respect to fractal functions and stochastic calculus. I
• Differential equations driven by rough signals
• Adaptive wavelet methods for the stochastic Poisson equation
• Paracontrolled distributions and the 3-dimensional stochastic quantization equation
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Controlling rough paths
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Stochastic calculus for fractional Brownian motion and related processes.
• First order \(p\)-variations and Besov spaces
• Large deviations and support theorem for diffusion processes via rough paths.
• PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Fourier Analysis and Nonlinear Partial Differential Equations
• Mouvement brownien et espaces de besov
• Multidimensional Stochastic Processes as Rough Paths
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
• Yet another introduction to rough paths
• Calcul symbolique et propagation des singularités pour les équations aux dérivées partielles non linéaires
• Wavelet Thresholding via A Bayesian Approach
• Quelques espaces fonctionnels associés à des processus gaussiens
• System Control and Rough Paths
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
• Stochastic differential equations with fractal noise
• A course on rough paths. With an introduction to regularity structures
• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion