Random dynamical systems, rough paths and rough flows (Q2400587)
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English | Random dynamical systems, rough paths and rough flows |
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Random dynamical systems, rough paths and rough flows (English)
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29 August 2017
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The paper deals with the connection between the theory of rough paths and the world of random dynamical systems. Existence of \(p\)-rough path cocycles, for \(p\in [0,\infty)\) and that of (\(p, \rho\))-rough driver cocycles, for \(0\leq p-2<\rho \leq 1\), are first proved. The case of Gaussian drivers is then investigated. When \(X\) is a \(p\)-rough cocycle, sufficient conditions are given under which a random rough differential equation \( dY_t=b(Y_t)dt + \sigma(Y_t)dX_t(\omega)\) induces a random dynamical system. This result applies to the lift \(X\) of a fractional Brownian motion.
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random dynamical system
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rough cocycle
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rough path
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rough driver
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rough differential equation
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