Flows driven by rough paths (Q888924)
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English | Flows driven by rough paths |
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Flows driven by rough paths (English)
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3 November 2015
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Summary: 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 Hölder weak geometric rough path; the explosion question under linear growth conditions, Taylor expansion and 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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rough differential equations
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flows
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approximate flows
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mean field differential equation
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