Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4609738 | Journal of Differential Equations | 2016 | 48 Pages |
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 [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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
David J. Prömel, Mathias Trabs,