Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userOptimal extension to Sobolev rough paths
170
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We show that every $mathbb{R}^d$-valued Sobolev path with regularity $alpha$ and integrability $p$ can be lifted to a Sobolev rough path in the sense of T. Lyons provided $alpha >1/p>0$. Moreover, we prove the existence of unique rough path lifts which are optimal w.r.t. strictly convex functionals among all possible rough path lifts given a Sobolev path. As examples, we consider the rough path lift with minimal Sobolev norm and characterize the Stratonovich rough path lift of a Brownian motion as optimal lift w.r.t. to a suitable convex functional. Generalizations of the results to Besov spaces are briefly discussed.
rate research
Read More
We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that the solution map associated to differential equations driven by rough paths is a locally Lipschitz continuous map on the Sobolev rough path space for any arbitrary low regularity $alpha$ and integrability $p$ provided $alpha >1/p$.
In this paper, we study the Sobolev extension property of Lp-quasidisks which are the generalizations of the classical quasidisks. After that, we also find some applications of their Sobolev extension property.
We show that every $mathbb{R}^d$-valued Sobolev path with regularity $alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $alpha < 1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairers reconstruction theorem generalized to a framework allowing for Sobolev models and Sobolev modelled distributions. Moreover, we show that the corresponding lifting map is locally Lipschitz continuous with respect to the inhomogeneous Sobolev metric.
We provide an extension operator for weighted Sobolev spaces on bounded polyhedral cones $K$ involving a mixture of weights, which measure the distance to the vertex and the edges of the cone, respectively. Our results are based on Steins extension operator for Sobolev spaces.
We develop some characterizations for Sobolev spaces on the setting of graded Lie groups. A key role is played by several mean value inequalities that may be of independent interest.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
