Perturbed linear rough differential equations
The paper deals with the solving of linear rough differential equations (RDEs) in a general setting and provides one with abstract tools that may be used in other problems like the solving of stochastic partial differential equations. After a recall of some definitions from tensor algebra theory and Lie algebra theory, rough paths and Young integrals are introduced. The authors modify the original construction from \textit{T. J. Lyons} [Rev. Mat. Iberoam. 14, No. 2, 215--310 (1998; Zbl 0923.34056)] to solve linear RDEs using a sewing lemma due to \textit{D. Feyel} et al. [Electron. Commun. Probab. 13, 24--34 (2008; Zbl 1186.26009)]. The next section deals with a series expansion for such a solution. Extensions of the Magnus formula and the Chen-Strichartz formula are obtained. Then, an additive perturbation term is introduced and the new equation is solved using Duhamel's principle. Some information is finally given to show how the Itō map is differentiable with a Lipschitz or Hölder continuous Fréchet derivative. This will be the subject of a subsequent paper.
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