Besov rough path analysis

Journal of Differential Equations(2022)

Cited 9|Views8
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Abstract
Rough path analysis is developed in the full Besov scale. This extends, and essentially concludes, an investigation started by Prömel and Trabs (2016) [49], further studied in a series of papers by Liu, Prömel and Teichmann. A new Besov sewing lemma, a real-analysis result of interest in its own right, plays a key role, and the flexibility in the choice of Besov parameters allows for the treatment of equations not available in the Hölder or variation settings. Important classes of stochastic processes fit in the present framework.
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besov rough path analysis
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