Lipschitz-stability of controlled rough paths and rough differential equations
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Publication:2159508
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.
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Cites work
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- scientific article; zbMATH DE number 3638903 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
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Cited in
(9)- Rough path metrics on a Besov-Nikolskii-type scale
- Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
- Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
- Sensitivity of rough differential equations: an approach through the omega lemma
- Local stability of differential equations driven by Hölder-continuous paths with Hölder index in \((1/3,1/2)\)
- Random attractors for rough stochastic partial differential equations
- Controlled differential equations as rough integrals
- Rough differential equations with power type nonlinearities
- On Sobolev rough paths
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