Rough differential equations driven by signals in Besov spaces

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:260

Article

Proemel, David J.¹  Trabs, Mathias² 

[1] ETH, Zurich, Switzerland

[2] Univ Paris 09, F-75775 Paris 16, France

关键词: Besov regularity;    Ito map;    Paradifferential calculus;    Rough differential equation;    Stochastic differential equation;    Young integration;   

DOI  :  10.1016/j.jde.2015.12.012

来源: Elsevier

【 摘 要 】

Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Holder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Holder 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. (C) 2015 Elsevier Inc. All rights reserved.

【 授权许可】

Free