On nonlinear rough paths

MaRDI QIDQ5114802zbMATH OpenFDO

Authors David Nualart, Panqiu Xia

Publication date 26 June 2020

Full work available at URL https://arxiv.org/abs/1904.11526, http://alea.impa.br/articles/v17/17-22.pdf

zbMATH Keywords

controlled rough pathsItô's formulanonlinear rough integralsnonlinear rough pathsrough differential equationsrough partial differential equations

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20)

Abstract: In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the nonlinear rough paths and classic theory of linear rough paths. Finally, we apply this theory to rough partial differential equations.

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Cites work

• A course on rough paths. With an introduction to regularity structures
• Averaging along irregular curves and regularisation of ODEs
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Cited in

(7)

• Rough differential equations with power type nonlinearities
• Generating diffusions with fractional Brownian motion
• Regularization of multiplicative SDEs through additive noise
• On (p,q)-rough paths
• Ramification of Volterra-type rough paths
• Nonlinear Young differential equations: a review
• Initial-boundary value problem for transport equations driven by rough paths

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