Rough differential equations driven by signals in Besov spaces
arXiv:1506.03252 · doi:10.1016/j.jde.2015.12.012
Abstract
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski ["Paracontrolled distribution and singular PDEs", Forum of Mathematics, Pi (2015)] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Former title: "Rough differential equations on Besov spaces", 37 pages
References in corpus (2)
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