| bibtype |
J -
Journal Article
|
| ARLID |
0638624 |
| utime |
20251006141028.4 |
| mtime |
20250904235959.9 |
| SCOPUS |
105007148009 |
| WOS |
001443918000001 |
| DOI |
10.3934/dcdsb.2025044 |
| title
(primary) (eng) |
Young differential equations driven by Besov–Orlicz paths |
| specification |
| page_count |
16 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0257845 |
| ISSN |
1531-3492 |
| title
|
Discrete and Continuous Dynamical Systems-Series B |
| volume_id |
30 |
| volume |
11 (2025) |
| page_num |
4296-4311 |
| publisher |
|
|
| keyword |
Besov–Orlicz space |
| keyword |
rough path |
| keyword |
Young regime |
| keyword |
Hermite process |
| author
(primary) |
| ARLID |
cav_un_auth*0356972 |
| name1 |
Čoupek |
| name2 |
P. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0494629 |
| name1 |
Hendrych |
| name2 |
F. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0370372 |
| name1 |
Slavík |
| name2 |
Jakub |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA22-12790S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0449240 |
|
| abstract
(eng) |
In the article, we consider nonlinear differential equations driven by paths from the exponential Besov–Orlicz space $B^\alpha_{\Phi_\beta,q}$ for $\alpha \in (1/2, 1)$, $\Phi_\beta(x) \sim e^{x^\beta} - 1$ with $\beta \in (0, \infty)$, and $q \in (0, \infty]$. By appealing to the recently obtained sewing lemma for such paths, we construct a Young-type integral and show that such equations admit a unique solution that is again of exponential Besov–Orlicz regularity. The results cover equations driven by paths of a large number of stochastic processes that exhibit long-range dependence, e.g. fractional Brownian motion with Hurst parameter $H \in (1/2, 1)$ or, more generally, any Hermite process. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10101 |
| reportyear |
2026 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0370051 |
| confidential |
S |
| mrcbC91 |
C |
| mrcbT16-e |
MATHEMATICS.APPLIED |
| mrcbT16-f |
1.3 |
| mrcbT16-g |
0.1 |
| mrcbT16-h |
6.2 |
| mrcbT16-i |
0.00682 |
| mrcbT16-j |
0.552 |
| mrcbT16-k |
4181 |
| mrcbT16-q |
65 |
| mrcbT16-s |
0.735 |
| mrcbT16-y |
36.02 |
| mrcbT16-x |
1.33 |
| mrcbT16-3 |
1091 |
| mrcbT16-4 |
Q1 |
| mrcbT16-5 |
1.200 |
| mrcbT16-6 |
187 |
| mrcbT16-7 |
Q2 |
| mrcbT16-C |
63.4 |
| mrcbT16-M |
0.71 |
| mrcbT16-N |
Q2 |
| mrcbT16-P |
63.4 |
| arlyear |
2025 |
| mrcbU14 |
105007148009 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
001443918000001 WOS |
| mrcbU63 |
cav_un_epca*0257845 Discrete and Continuous Dynamical Systems-Series B Roč. 30 č. 11 2025 4296 4311 1531-3492 1553-524X AIMS Press |
|