Related papers: Stochastic Analysis with Modelled Distributions

The theory of regularity structures sets up an abstract framework of modelled distributions generalising the usual H\"older functions and allowing one to give a meaning to several ill-posed stochastic PDEs. A key result in that theory is…

In order to provide a local description of a regular function in a small neighbourhood of a point $x$, it is sufficient by Taylor's theorem to know the value of the function as well as all of its derivatives up to the required order at the…

We extend the Hairer reconstruction theorem for distributions due to Caravenna and Zambotti (arXiv:2005.09287) to general function spaces satisfying a translation and scaling condition. This includes Besov type spaces with exponents below 1…

The reconstruction theorem and the multilevel Schauder estimate have central roles in the analytic theory of regularity structures [17]. Inspired by [26], we provide elementary proofs for them by using the semigroup of operators.…

Reconstruction theorems tackle the problem of building a global distribution on $\mathbb{R}^d$ or on a manifold, given a sufficiently coherent family of local approximations, see [M.Hairer, Invent. Math. 198 (2014), no. 2,269--504],…

The reconstruction theorem, a cornerstone of Martin Hairer's theory of regularity structures, appears in this article as the unique extension of the explicitly given reconstruction operator on the set of smooth models due its inherent…

We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This allows us to prove the well-posedness of a new class of mixed…

This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…

In a recent landmark paper, Khoa L\^e (2020) established a stochastic sewing lemma which since has found many applications in stochastic analysis. He further conjectured that a similar result may hold in the context of the reconstruction…

A reduction procedure for stochastic differential equations based on stochastic symmetries including Girsanov random transformations is proposed. In this setting, a new notion of reconstruction is given, involving the expectation values of…

We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…

We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…

In this paper, we study different types of weighted Besov and Triebel-Lizorkin spaces with variable smoothness. The function spaces can be defined by means of the Littlewood-Paley theory in the field of Fourier analysis, while there are…

We exhibit a fundamental link between Hairer's theory of regularity structures and the paracontrolled calculus of Gubinelli, Imkeller and Perkowski. By using paraproducts we provide a Littlewood-Paley description of the spaces of modelled…

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients $(L,A)$ of the considered Stochastic PDE…

We define distribution spaces of a sequence of convolutions of a set of distributions with smooth functions, the shearlet system. Then, we define associated sequence spaces and prove characterizations. We also show a reproducing identity in…

This survey is devoted to Martin Hairer's Reconstruction Theorem, which is one of the cornerstones of his theory of Regularity Structures. Our aim is to give a new self-contained and elementary proof of this Theorem, together with some…

Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in H\"older and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by…

Fractional Sobolev spaces, also known as Besov or Slobodetzki spaces, arise in many areas of analysis, stochastic analysis in particular. We prove an embedding into certain q-variation spaces and discuss a few applications. First we show…