A Sobolev rough path extension theorem via regularity structures
Probability
2023-01-24 v4 Analysis of PDEs
Abstract
We show that every -valued Sobolev path with regularity and integrability can be lifted to a Sobolev rough path provided . The novelty of our approach is its use of ideas underlying Hairer's reconstruction theorem generalized to a framework allowing for Sobolev models and Sobolev modelled distributions. Moreover, we show that the corresponding lifting map is locally Lipschitz continuous with respect to the inhomogeneous Sobolev metric.
Cite
@article{arxiv.2104.06158,
title = {A Sobolev rough path extension theorem via regularity structures},
author = {Chong Liu and David J. Prömel and Josef Teichmann},
journal= {arXiv preprint arXiv:2104.06158},
year = {2023}
}
Comments
This manuscript is mainly part of the preprint arXiv:1811.05173v2, which is now divided in two separate works. Typos are corrected, to appear in ESAIM:Probability and Statistics