Lipschitz-stability of controlled rough paths and rough differential equations

zbMATH Open1498.60398arXiv2009.13084MaRDI QIDQ2159508FDOQ2159508

X. Geng, Horatio Boedihardjo

Publication date: 1 August 2022

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Abstract: We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $$-H"older continuous, for $$, is widely available in the literature. In its extension to the case when $$ a main challenge and missing ingredient is to show that controlled roughs paths are closed under composition with Lipschitz transformations. Establishing such a property precisely, which has a strong algebraic nature, is a main purpose of the present article.

Full work available at URL: https://arxiv.org/abs/2009.13084

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Mathematics Subject Classification ID

Identities, free Lie (super)algebras (17B01) Control problems involving ordinary differential equations (34H05) Rough paths (60L20)

Cites Work

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• Title not available (Why is that?)
• Differential equations driven by rough signals
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Cited In (2)

• Random attractors for rough stochastic partial differential equations
• Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

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