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A Direct Approach to Rough Paths in Time-Weighted Besov Spaces

Gupta, Atiksh
arXiv (All) · Papers
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functional-analysisprobability
We extend the Besov rough path framework of Friz and Seeger to paths lying in Besov spaces that are Muckenhoupt-weighted in time. We establish a weighted Besov sewing lemma, construct Young and rough integrals, and prove local Lipschitz continuity of the Itô-Lyons map in weighted Besov norms. The re
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