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arxiv: 1506.03252 · v2 · pith:TN677C7Jnew · submitted 2015-06-10 · 🧮 math.PR · math.FA

Rough differential equations driven by signals in Besov spaces

classification 🧮 math.PR math.FA
keywords besovspacesdifferentialequationsdistributiondrivenolderparacontrolled
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Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in H\"older 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 H\"older 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.

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