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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: An Algebraic Theory of Integration Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2710280 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ramification of rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional order Taylor's series and the neo-classical inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4668870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5607484 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inequality of the Hölder type, connected with Stieltjes integration / rank
 
Normal rank

Revision as of 07:16, 11 July 2024

scientific article
Language Label Description Also known as
English
The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
scientific article

    Statements

    The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations (English)
    0 references
    12 January 2016
    0 references
    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.
    0 references
    rough paths
    0 references
    Young integral
    0 references
    integrable one-forms
    0 references
    rough differential equations
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references