Activities per year
Abstract
We define compositions φ(X) of Hölder paths X in ℝn and functions of bounded variation φ under a relative condition involving the path and the gradient measure of φ. We show the existence and properties of generalized Lebesgue-Stieltjes integrals of compositions φ(X) with respect to a given Hölder path Y. These results are then used, together with Doss' transform, to obtain existence and, in a certain sense, uniqueness results for differential equations in ℝn driven by Hölder paths and involving coefficients of bounded variation. Examples include equations with discontinuous coefficients driven by paths of two-dimensional fractional Brownian motions.
Original language | English |
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Pages (from-to) | 2036–2082 |
Number of pages | 46 |
Journal | Annales de l'Institut Henri Poincaré B, Probabilités et Statistiques |
Volume | 59 |
Issue number | 4 |
DOIs | |
Publication status | Published - 4 Nov 2023 |
MoE publication type | A1 Journal article-refereed |
Keywords
- 111 Mathematics
Fingerprint
Dive into the research topics of 'Variability of paths and differential equations with BV-coefficients'. Together they form a unique fingerprint.Activities
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Variability of paths and differential equations with BV-coefficients
Tölle, J. (Invited speaker)
17 Jul 2024Activity: Talk or presentation types › Invited academic talk
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Variability of paths and differential equations with BV-coefficients
Tölle, J. (Speaker)
21 Sept 2023Activity: Talk or presentation types › Invited academic talk
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Uppsala University
Tölle, J. (Visiting researcher)
28 Aug 2022 → 2 Sept 2022Activity: Visiting an external institution types › Visiting an external academic institution
Research output
- 4 Citations
- 2 Article
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Variability and the existence of rough integrals with irregular coefficients
Hinz, M., Tölle, J. M. & Viitasaari, L., 28 Jan 2025, In: Electronic Communications in Probability. 30, 7, p. 1--12Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile16 Downloads (Pure) -
Sobolev regularity of occupation measures and paths, variability and compositions
Hinz, M., Tölle, J. M. & Viitasaari, L., 15 Jun 2022, In: Electronic Journal of Probability. 27, 73, p. 1–29 73.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile6 Citations (Scopus)47 Downloads (Pure)