The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations (Q904204)
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English | The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations |
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The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations (English)
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12 January 2016
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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.
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rough paths
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Young integral
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integrable one-forms
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rough differential equations
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