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Rough differential equations driven by signals in Besov spaces

Published 10 Jun 2015 in math.PR and math.FA | (1506.03252v2)

Abstract: Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in H\"older and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski ["Paracontrolled distribution and singular PDEs", Forum of Mathematics, Pi (2015)] to analyze singular stochastic PDEs, is extended from H\"older to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.

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