Sensitivity of rough differential equations: an approach through the omega lemma (Q1690299)
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scientific article; zbMATH DE number 6827608
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| English | Sensitivity of rough differential equations: an approach through the omega lemma |
scientific article; zbMATH DE number 6827608 |
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Sensitivity of rough differential equations: an approach through the omega lemma (English)
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19 January 2018
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The authors here mainly rely on the notion of controlled rough path of \textit{M. Gubinelli} [J. Funct. Anal. 216, No. 1, 86--140 (2004; Zbl 1058.60037)]. They consider the differentiability properties, understood as Fréchet differentiability, of the Ito map under minimal regularity conditions on the vector field. They extend the current results by proving Holder continuity of the Itô map and this generalizes to $2 \leq p <3$ the results of \textit{X.-D. Li} and \textit{T. J. Lyons} [Ann. Sci. Éc. Norm. Supér. (4) 39, No. 4, 649--677 (2006; Zbl 1127.60033)].
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rough paths
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rough differential equations
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Itô map
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Malliavin calculus
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flow of diffeomorphisms
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0.8320538401603699
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0.8158590197563171
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0.8020684719085693
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0.7800388932228088
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0.7585765719413757
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