On the definition of a solution to a rough differential equation (Q2053312): Difference between revisions
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Revision as of 01:19, 19 April 2024
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English | On the definition of a solution to a rough differential equation |
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On the definition of a solution to a rough differential equation (English)
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29 November 2021
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The most commonly used definition for a solution of a rough differential equation is given by \textit{A. M. Davie} [AMRX, Appl. Math. Res. Express 2007, Article ID abm009, 40 p. (2008; Zbl 1163.34005)], using Euler approximations. While this definition of solutions depends on the coordinate system, the author [Lect. Notes Math. 2123, 195--205 (2014; Zbl 1390.60200)] proposes a flow based alternative which is coordinate independent. It has been proven in [\textit{T. Cass} and \textit{M. Weidner}, ``Tree algebras over topological vector spaces in rough path theory'', Preprint, \url{arXiv:1604.07352}] that both definitions are equivalent, using a deep algebraic argumentation. The present paper gives a shorter, algebraic free proof of this equivalence. A similar result is proven for rough differential equations driven by branched rough paths.
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rough differential equations
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weak geometric rough paths
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branched rough paths
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