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...

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書目詳細資料
Main Authors: Friz, P, Prömel, D
格式: Journal article
語言:English
出版: American Mathematical Society 2017