Optimal extension to Sobolev rough paths
From MaRDI portal
Publication:6072426
DOI10.1007/s11118-022-10017-warXiv1811.05173MaRDI QIDQ6072426
David J. Prömel, Chong Liu, Josef Teichmann
Publication date: 13 October 2023
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.05173
Sobolev spaceconvex optimizationBesov spaceBrownian motionrough pathStratonovich integrationLyons-Victoir extension theorem
Cites Work
- Unnamed Item
- Unnamed Item
- A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
- Differential structure and flow equations on rough path space
- Semi-martingales and rough paths theory
- A variation embedding theorem and applications
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Hölder-continuous rough paths by Fourier normal ordering
- Differential equations driven by rough signals
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- Lévy area of Wiener processes in Banach spaces
- On Sobolev rough paths
- Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
- An extension theorem to rough paths
- First order \(p\)-variations and Besov spaces
- An inequality of the Hölder type, connected with Stieltjes integration
- Evolving communities with individual preferences
- Multidimensional Stochastic Processes as Rough Paths
- Yet another introduction to rough paths
- On the non-existence of path integrals
- The geometry of the space of branched rough paths
- Solving Rough Differential Equations with the Theory of Regularity Structures
- Notes on area operator, geometric 2-rough paths and Young integral when p^-1+q^-1=1
- Characterization of nonlinear Besov spaces
- A course on rough paths. With an introduction to regularity structures
- A Sobolev rough path extension theorem via regularity structures