Rough differential equations driven by signals in Besov spaces

DOI10.1016/j.jde.2015.12.012zbMath1339.34065arXiv1506.03252OpenAlexW2182114803MaRDI 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 regularityYoung integrationStochastic differential equationItô mapParadifferential calculusRough differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of functional analysis in probability theory and statistics (46N30) Applications of functional analysis to differential and integral equations (46N20) Besov spaces and (Q_p)-spaces (30H25)

Related Items (15)

Homogeneous Besov spaces ⋮ The dynamic \({\Phi^4_3}\) model comes down from infinity ⋮ On energy conservation for the hydrostatic Euler equations: an Onsager conjecture ⋮ Differential equations driven by rough paths with jumps ⋮ An invariance principle for the two-dimensional parabolic Anderson model with small potential ⋮ Low regularity solutions to the stochastic geometric wave equation driven by a fractional Brownian sheet ⋮ Dynamical properties of a fractional reaction-diffusion trimolecular biochemical model with autocatalysis ⋮ Solution to the stochastic Schrödinger equation on the full space ⋮ Paracontrolled distribution approach to stochastic Volterra equations ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ KPZ reloaded ⋮ On Sobolev rough paths ⋮ Rough path metrics on a Besov–Nikolskii-type scale ⋮ Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

Uses Software

• Wavelet and Multiscale Library

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