Higher-Order Paracontrolled Calculus for Geometric Rough Paths

Source abstract

We study the rough differential equation $$\frac{du_t}{dt}= F(u_t) ζ_t, \ \ u(0) = u_0 \in \mathbb{R}^d,$$ where $F : \mathbb{R}^d \to L(\mathbb{R}^d, \mathbb{R}^d)$ is a sufficiently regular vector field, and the noise $ζ$ is a distribution in $\mathscr{C}^{α-1}(\mathbb{R})$ for $α\in (\frac{1}{4}, \frac{1}{3})$. We construct solutions to this equation at lower regularity than previous work of Gubinelli-Imkeller-Perkowski and Prömel-Trabs using ideas from the high-order paracontrolled viewpoint of Bailleul-Bernicot. The key tool in our work is the development of a harmonic-analytic framework for proving a set of iterated commutator estimates which are necessary for the solution theory. We also show the procedure of enhancement when the noise $ζ= dZ$, where $Z$ is a realization of fractional Brownian motion with Hurst parameter $H \in (\frac{1}{4}, \frac{1}{3})$.