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arXiv 2015-06-10 DOI 10.1016/j.jde.2015.12.012 0 views

Rough differential equations driven by signals in Besov spaces

Prömel, David J. · Trabs, Mathias

Original · EN

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 ["Paracontrolled distribution and singular PDEs", Forum of Mathematics, Pi (2015)] 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.

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