| bibtype |
J -
Journal Article
|
| ARLID |
0642596 |
| utime |
20260123171747.6 |
| mtime |
20251204235959.9 |
| SCOPUS |
105023670983 |
| WOS |
001633605300003 |
| DOI |
10.1007/s11118-025-10247-8 |
| title
(primary) (eng) |
Rough Differential Equations Driven by Besov–Orlicz Paths |
| specification |
| page_count |
41 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254775 |
| ISSN |
0926-2601 |
| title
|
Potential Analysis |
| volume_id |
64 |
| publisher |
|
|
| keyword |
Besov-Orlicz space |
| keyword |
Rough path |
| keyword |
Rough differential equation |
| 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, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space, and the extension is used to treat nonlinear differential equations driven by such paths. The exponential Besov-Orlicz-type spaces, rough paths, and controlled rough paths are defined and analyzed, a sewing lemma for such paths is given, and the existence and uniqueness of the solution to differential equations driven by these paths is proved. The results cover equations driven by paths of continuous local martingales with Lipschitz continuous quadratic variation (e.g. the Wiener process) or by paths of fractionally filtered Hermite processes in the nth Wiener chaos with Hurst parameter H ∈ (1/3, 1/2] (e.g. the fractional Brownian motion). |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10101 |
| reportyear |
2026 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0372942 |
| cooperation |
| ARLID |
cav_un_auth*0340903 |
| name |
Matematicko-fyzikalni fakulta UK |
| institution |
MFF UK |
|
| confidential |
S |
| article_num |
3 |
| mrcbC91 |
C |
| mrcbC96 |
https://arxiv.org/abs/2406.02793 |
| mrcbT16-e |
MATHEMATICS |
| mrcbT16-f |
1 |
| mrcbT16-g |
0.2 |
| mrcbT16-h |
9.6 |
| mrcbT16-i |
0.0029 |
| mrcbT16-j |
0.85 |
| mrcbT16-k |
1309 |
| mrcbT16-q |
51 |
| mrcbT16-s |
0.907 |
| mrcbT16-y |
31.99 |
| mrcbT16-x |
1.04 |
| mrcbT16-3 |
217 |
| mrcbT16-4 |
Q1 |
| mrcbT16-5 |
0.800 |
| mrcbT16-6 |
64 |
| mrcbT16-7 |
Q2 |
| mrcbT16-C |
60.1 |
| mrcbT16-M |
0.79 |
| mrcbT16-N |
Q2 |
| mrcbT16-P |
60.1 |
| arlyear |
2026 |
| mrcbU14 |
105023670983 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
001633605300003 WOS |
| mrcbU63 |
cav_un_epca*0254775 Potential Analysis 64 1 2026 0926-2601 1572-929X Springer |
|