English

A Sobolev rough path extension theorem via regularity structures

Probability 2023-01-24 v4 Analysis of PDEs

Abstract

We show that every Rd\mathbb{R}^d-valued Sobolev path with regularity α\alpha and integrability pp can be lifted to a Sobolev rough path provided α<1/p<1/3\alpha < 1/p<1/3. 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.

Keywords

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

R2 v1 2026-06-24T01:07:15.199Z