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...
Główni autorzy: | , |
---|---|
Format: | Journal article |
Język: | English |
Wydane: |
American Mathematical Society
2017
|