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Jan 7 at 23:05 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
Dec 8, 2023 at 21:45 answer added Thomas Kojar timeline score: 1
Mar 2, 2023 at 6:01 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
Jan 30, 2023 at 23:50 comment added user479223 @ThomasKojar I agree with Oleg. You are not paying attention to the question that is being asked.
Jan 30, 2023 at 23:39 comment added Oleg @ThomasKojar I really do not understand what you do not understand in my question. We are given two processes $Y$ and $X$, $Y$ is regular $X$ is not. They solve a certain equation. Question: does this mean that $Y=0$ or there is another regular process $\widetilde Y$ such that $d\widetilde Y=\widetilde Y dX$. You are asking a different question, but which part in my question you do not understand? I am talking here about standard ODEs not RDEs. You are trying to answer a different question.
Jan 30, 2023 at 23:34 comment added Oleg In other words: I am asking for uniqueness only among $C^\alpha$ solutions (not among all solutions) for which we can always define this as a Young integral. Is it more clear now?
Jan 30, 2023 at 22:35 comment added Thomas Kojar @Oleg I updated the question
Jan 30, 2023 at 21:54 comment added Oleg @ThomasKojar: no it is possible. If $Y=0$, $X=t^\alpha$, then regularity of $0$ is infinity, and regularity of $X$ is $\alpha$ which can be as small as possible. Again: we are given_ two processes $X$ and $Y$ with this properties. Given. Someone gave them to me. Question: is it true that $Y$ is identically $0$, and why?
Jan 30, 2023 at 21:51 comment added Oleg @ThomasKojar Let me rephrase my question. We are given two processes. $Y$ which is very regular and $X$ which is less regular. It is known that $dY_t=Y_td X_t$ (in the usual ODE, not RDE sense, all the integrals are well-defined Young integrals). Question: is it true that $Y\equiv0$?
Jan 30, 2023 at 21:48 comment added Oleg @ThomasKojar What do you mean I cannot impose a different regularity? Of course I can, this is the whole point of the question. If we know in advance that $Y$ is very regular, show that $Y$ is identically zero (or provide a counter-example).
Jan 30, 2023 at 21:38 comment added Thomas Kojar @Oleg The RDE forces the regularity of Yt to also be less than 1/2. You cannot impose a different regularity.
Jan 30, 2023 at 17:28 history edited Oleg CC BY-SA 4.0
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Jan 30, 2023 at 17:27 comment added Oleg @user479223 sorry I forgot to mention that we fix the initial condition Y(0)=0.
Jan 30, 2023 at 12:58 comment added user479223 As stated this is not true. For example let $X(t)=t$ and $Y(t)=e^t$. Then $X\in C^{.6}$ and $Y\in C^{.1}$. You probably need some kind of NOT Holder condition.
Dec 30, 2022 at 0:02 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
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Jul 28, 2020 at 16:15 comment added fedja Then just ask a separate question with full details and I (or somebody else) will try to answer. Just make sure that you describe the space in which you are looking for $Y$ precisely :-)
Jul 28, 2020 at 16:11 comment added Oleg I was hoping though that one can solve this problem by iterating the inequalities I wrote. My motivation is that i am stuck with a similar problem, but for PDEs. I want to show that dY/dt=\Delta Y+YdX has a unique zero solution (where now Y=Y(x,t)) under the same regularity assumptions. In this case one cannot write the solutions explicitly, but one can get very similar bounds to the ones presented in my question.
Jul 28, 2020 at 16:00 comment added Oleg @fedja thanks! that's indeed a great solution. If you would formally post is as a solution, I would be very happy to award you the promised bounty.
Jul 27, 2020 at 12:50 comment added fedja "Maybe I am missing something here, but the proof definitely does not follow immediately from your comment." It does. Let $t>0$. Choose small $\varepsilon>0$ and consider the last moment $t_1\in[0,t]$ when $|Y_t|\le\varepsilon$. Then $|Y_s|\ge\varepsilon$ on $[t_1,t]$, so $X\in Hol_\alpha([t_1,t])$ and then $Y_s=Y_{t_1}\exp(X_s-X_{t_1})$ for $s\in[t_1,t]$. In particular $|Y_t|\le\varepsilon\exp(2\|X\|_{C([0,t])})$. But $\varepsilon>0$ is arbitrarily small!
Jul 26, 2020 at 21:55 comment added Oleg @fedja I agree and I also thought about using this fact, but unfortunately I don't see how it helps. It might be that $X$ is alpha Holder on any interval $[\epsilon,1]$ (with its Holder norm going to infinity as $\epsilon$ approaches $0$) and still not alpha Holder on $[0,1]$. Think about $\sqrt x$. Its Lipschitz on any interval $[\epsilon,1]$, but not Lipschitz on $[0,1]$. Maybe I am missing something here, but the proof definitely does not follow immediately from your comment. Do you have a formal proof or could you please expand your ideas?
Jul 26, 2020 at 18:52 comment added fedja Just notice that your first inequality and the condition $Y\in Hol_\alpha$ forces $X\in Hol_\alpha$ as long as $Y$ is separated from $0$.
Jul 26, 2020 at 15:29 history edited Oleg CC BY-SA 4.0
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S Jul 26, 2020 at 15:28 history bounty started Oleg
S Jul 26, 2020 at 15:28 history notice added Oleg Draw attention
Jul 23, 2020 at 20:57 history edited Oleg CC BY-SA 4.0
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Jul 23, 2020 at 19:16 history edited Oleg CC BY-SA 4.0
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Jul 23, 2020 at 15:37 history edited Oleg CC BY-SA 4.0
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Jul 23, 2020 at 15:04 history asked Oleg CC BY-SA 4.0