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...

詳細記述

書誌詳細
主要な著者: Friz, P, Prömel, D
フォーマット: Journal article
言語:English
出版事項: American Mathematical Society 2017