Rough differential equations with unbounded drift term (Q338448): Difference between revisions

This paper deals with rough differential equations of the form \[ dy=b(y)dt+\sigma(y)d{\mathbf x},\, t\in[0,T], \] where \({\mathbf x}\) is a \(p\)-rough path in \(G^{\lfloor p \rfloor}(R^{d})\), the solution \(y\) is a continuous path in \(R^{m}\), \(b\) and \(\sigma=(\sigma_1,\dots,\sigma_{d})\) are vector fields in \(R^{m}\). The first main result is following. Let \({\mathbf x}\) be a weak geometric \(p\)-rough path with value in \(G^{\lfloor p \rfloor}(R^{d})\), \(p\geq1\), and let \(\omega\) be a control function which controls its \(p\)-variation. Assume that \(\sigma\) is a collection of \(\mathrm{Lip}^{\gamma+1}\)-vector fields on \(R^{m}\) for some \(\gamma>p\) and choose \(\nu\geq |\sigma|_{\mathrm{Lip}^{\gamma}}\). Moreover, assume that \(b\) is a locally Lipschitz continuous vector field and there are some constants \(\kappa_1,\kappa_2\geq0\) such that \(| b(\xi)|\leq \kappa_1 +\kappa_2|\xi|, \forall\xi\in R^{m}\). Then the following holds true:{\parindent = 6mm \begin{itemize}\item[(1)] The solution flow \(\phi\) to the considered equation exists and is continuous;\item[(2)] There is a constant \(C\) depending on \(p,\gamma,\kappa_1,\kappa_2\) and \(\nu\) such that \[ \|\phi(0,\cdot,\xi)\|_{\infty,[0,T]}\leq C\exp(2\kappa_2 T)(1+N_1(\omega)+|\xi|+T) \] and \[ \|\phi(0,\cdot,\xi)\|_{p-\mathrm{var},[0,T]}\leq C\exp(C\kappa_2 T)(1+N_1(\omega)+\kappa_2|\xi|+T) \] hold for every \(\xi\in R^{m}\). If \({\mathbf x}\) is a \(1/p\)-Hölder rough path, then \[ \begin{aligned}\sup\nolimits_{0\leq s<t\leq T}| \phi(0,t,\xi)-\phi(0,s,\xi)|/(| t-s|\vee| t-s|^{1/p})\leq\\ C\exp(C\kappa_2 T)(1+\kappa_2|\xi|+\|{\mathbf x}\|_{1/p-\mathrm{H\"ol};[0,T]}\vee \|{\mathbf x}\|^{p}_{1/p-\mathrm{H\"ol};[0,T]});\end{aligned} \] \item[(3)] For every inial condition \(\xi\in R^{m}\), the path \(t\mapsto\phi(0,t,\xi)\) is a solution to considered equation in the sense of Friz-Victoir. The second main result states that under the conditions \(\langle b(\xi),\xi\rangle\leq C(1+|\xi|^2),\forall\xi\in R^{m}\) and \(\left| b(\xi)- \langle b(\xi),\xi\rangle\xi/|\xi|^2 \right| \leq C(1+|\xi|), \forall\xi\in R^{m}\) and a suitable local Lipschitz condition, the semiflow to the considered equation exists and quantitative bounds which are similar to those derived for the flow holds true. \end{itemize}}