A Sobolev rough path extension theorem via regularity structures
Esaim: Probability and Statistics(2023)
摘要
We show that every ℝ d -valued Sobolev path with regularity a and integrability p can be lifted to a Sobolev rough path provided 1/2 > α > 1/ p > ⋁ 1/3. The novelty of our approach is its use of ideas underlying Hairer’s 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.
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关键词
sobolev,extension,path
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