Lipschitz estimates in the Besov settings for Young and rough differential equations

Peter Friz; Hannes Kern; Pavel Zorin-Kranich

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arXiv · 2407.11142

Lipschitz estimates in the Besov settings for Young and rough differential equations

Peter Friz·Hannes Kern·Pavel Zorin-Kranich

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Abstract

We develop a set of techniques that enable us to effectively recover Besov rough analysis from p-variation rough analysis. Central to our approach are new metric groups, in which some objects in rough path theory that have been previously viewed as two-parameter can be considered as path increments. Furthermore, we develop highly precise Lipschitz estimates for Young and rough differential equations, both in the variation and Besov scale.

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Peter Friz, Hannes Kern, Pavel Zorin-Kranich. 2024-07-15. Lipschitz estimates in the Besov settings for Young and rough differential equations. https://arxiv.org/abs/2407.11142

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