Flows driven by rough paths
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Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Chaos control for problems involving ordinary differential equations (34H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Abstract: We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for rough differential equations, in the context of dynamics on a Banach space driven by a finite dimensional Holder weak geometric p-rough path, for any 2<p; the explosion question under linear growth conditions on the vector fields, Taylor expansion and convergence rates for Euler estimates are also dealt with. We illustrate our approach by proving an existence and well-posedness result for some mean field stochastic rough differential equation.
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Cites work
Cited in
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