Rough differential equations driven by signals in Besov spaces
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Publication:907800
DOI10.1016/j.jde.2015.12.012zbMath1339.34065arXiv1506.03252OpenAlexW2182114803MaRDI QIDQ907800
Mathias Trabs, David J. Prömel
Publication date: 26 January 2016
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.03252
Besov regularityYoung integrationStochastic differential equationItô mapParadifferential calculusRough differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of functional analysis in probability theory and statistics (46N30) Applications of functional analysis to differential and integral equations (46N20) Besov spaces and (Q_p)-spaces (30H25)
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