Lipschitz estimates in the Besov settings for Young and rough differential equations
Probability
2024-07-17 v1 Functional Analysis
Abstract
We develop a set of techniques that enable us to effectively recover Besov rough analysis from p-variation rough analysis. Central to our approach are new metric groups, in which some objects in rough path theory that have been previously viewed as two-parameter can be considered as path increments. Furthermore, we develop highly precise Lipschitz estimates for Young and rough differential equations, both in the variation and Besov scale.
Keywords
Cite
@article{arxiv.2407.11142,
title = {Lipschitz estimates in the Besov settings for Young and rough differential equations},
author = {Peter Friz and Hannes Kern and Pavel Zorin-Kranich},
journal= {arXiv preprint arXiv:2407.11142},
year = {2024}
}