کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4609738 1338525 2016 48 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Rough differential equations driven by signals in Besov spaces
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Rough differential equations driven by signals in Besov spaces
چکیده انگلیسی

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 [24] 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Differential Equations - Volume 260, Issue 6, 15 March 2016, Pages 5202–5249
نویسندگان
, ,