35 citations · 144 across the 25 of their papers we have counts for
4 papers · 1 filter
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker--Planck equations
Leif Döring, Lukas Gonon, David J. Prömel +1
We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients.…
Paracontrolled distribution approach to stochastic Volterra equations
David J. Prömel, Mathias Trabs
Based on the notion of paracontrolled distributions, we provide existence and uniqueness results for rough Volterra equations of convolution type with potentially singular kernels…
Optimal extension to Sobolev rough paths
Chong Liu, David J. Prömel, Josef Teichmann
We show that every -valued Sobolev path with regularity and integrability can be lifted to a Sobolev rough path in the sense of T. Lyons provided . M…
Characterization of non-linear Besov spaces
Chong Liu, David J. Prömel, Josef Teichmann
The canonical generalizations of two classical norms on Besov spaces are shown to be equivalent even in the case of non-linear Besov spaces, that is, function spaces consisting of…