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

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.

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BibTeX
@misc{gupta2026direct,
  title = {{A Direct Approach to Rough Paths in Time-Weighted Besov Spaces}},
  author = {Atiksh Gupta},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.28548},
  eprint = {2609.28548},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.28548},
}
RIS
TY  - UNPB
TI  - A Direct Approach to Rough Paths in Time-Weighted Besov Spaces
AU  - Atiksh Gupta
PY  - 2026
DA  - 2026/09/23
PB  - arXiv
DO  - 10.48550/arxiv.2609.28548
UR  - https://arxiv.org/abs/2609.28548
AB  - 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.
ER  -