Rough path metrics on a Besov–Nikolskii-type scale
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-H¨older-type metrics on the space of...
Main Authors: | Friz, P, Prömel, D |
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Format: | Journal article |
Language: | English |
Published: |
American Mathematical Society
2017
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