The non-linear sewing lemma III: stability and generic properties

DOI10.1515/FORUM-2019-0309zbMATH Open1471.60161arXiv2004.11581OpenAlexW3028843668WikidataQ124802533 ScholiaQ124802533MaRDI QIDQ2199333FDOQ2199333

Authors: Antoine Brault, Antoine Lejay 

Publication date: 16 September 2020

Published in: Forum Mathematicum (Search for Journal in Brave)

Abstract: Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article, we show that such solutions also solve a fixed point problem by exhibiting a suitable functional. Convergence then follows from consistency and stability, two notions that are adapted to our framework. In addition, we show that uniqueness and convergence of discrete approximations is a generic property, meaning that it holds excepted for a set of vector fields and starting points which is of Baire first category. At last, we show that Brownian flows are almost surely unique solutions to RDE associated to Lipschitz flows. The later property yields almost sure convergence of Milstein schemes.

Full work available at URL: https://arxiv.org/abs/2004.11581

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zbMATH Keywords

rough pathsrough differential equationsLipschitz flowsBrownian flows

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Numerical methods for ordinary differential equations (65L99) Rough paths (60L20)

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Cited In (8)

• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• The non-linear sewing lemma. II. Lipschitz continuous formulation
• Extensions of the sewing lemma with applications
• A stochastic sewing lemma and applications
• The non-linear sewing lemma I: weak formulation
• The Sewing lemma for \(0 < \gamma \leq 1\)
• Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach)
• Constructing general rough differential equations through flow approximations

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