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ROUGH PATH METRICS ON A BESOV-NIKOLSKII-TYPE SCALE.
- Source :
- Transactions of the American Mathematical Society; 12/1/2018, Vol. 370 Issue 12, p8521-8550, 30p
- Publication Year :
- 2018
-
Abstract
- It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in q-variation, resp., 1/q-Hölder-type metrics on the space of rough paths, for any regularity 1/q ∈ (0, 1]. We extend this to a new class of Besov-Nikolskii-type metrics, with arbitrary regularity 1/q ∈ (0, 1] and integrability p ∈ [q,8], where the case p ∈ {q,8} corresponds to the known cases. Interestingly, the result is obtained as a consequence of known q-variation rough path estimates. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00029947
- Volume :
- 370
- Issue :
- 12
- Database :
- Complementary Index
- Journal :
- Transactions of the American Mathematical Society
- Publication Type :
- Academic Journal
- Accession number :
- 132500197
- Full Text :
- https://doi.org/10.1090/tran/7264