Year: 2026
Type: preprint
Abstract: 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 resulting estimates deliver "location-sensitive" control of errors in RDE solution increments. We illustrate the framework with a diffusion whose coefficient is singular at a specified time.
Source: arXiv (Cornell University)
Author: Gupta, Atiksh
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7214352930