On the definition of a solution to a rough differential equation

DOI10.5802/AFST.1681zbMATH Open1497.60130arXiv1803.06479OpenAlexW4289060208WikidataQ115159086 ScholiaQ115159086MaRDI QIDQ2053312FDOQ2053312

Authors: I. Bailleul 

Publication date: 29 November 2021

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Abstract: We give an elementary proof that Davie's definition of a solution to a rough differential equation and the notion of solution given by Bailleul in (Flows driven by rough paths) coincide. This provides an alternative point on view on the deep algebraic insights of Cass and Weidner in their work (Tree algebras over topological vector spaces in rough path theory).

Full work available at URL: https://arxiv.org/abs/1803.06479

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zbMATH Keywords

rough differential equationsbranched rough pathsweak geometric rough paths

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Chaos control for problems involving ordinary differential equations (34H10) Rough paths (60L20)

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Cited In (5)

• Geometric versus non-geometric rough paths
• The accessibility problem for geometric rough differential equations
• Parametrization of renormalized models for singular stochastic PDEs
• Regularization by noise for rough differential equations driven by Gaussian rough paths
• Constructing general rough differential equations through flow approximations

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