The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations (Q904204): Difference between revisions

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Property / DOI: 10.2969/jmsj/06741681 / rank
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Property / author: Terence J. Lyons / rank
 
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Property / author: Dan-Yu Yang / rank
 
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Latest revision as of 07:58, 10 December 2024

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The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
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    The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations (English)
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    12 January 2016
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    This paper gives an overview of a recent approach to the integration of rough paths. This approach invokes a reduction of the problem to an inhomogeneous analogue of the classical approach to integration introduced by \textit{L. C. Young} [Acta Math. 67, 251--282 (1936; Zbl 0016.10404)]. This is applied in order to obtain an extension of an argument by \textit{L. Schwartz} [Lect. Notes Math. 1372, 343--354 (1989; Zbl 0743.60056)] to rough differential equations, proving existence, uniqueness and continuity of solutions. This is applicable, e.g., in cases where the driving path takes values in a nilpotent Lie group or in a Butcher group.
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    rough paths
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    Young integral
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    integrable one-forms
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    rough differential equations
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