Non-explosion criteria for rough differential equations driven by unbounded vector fields

DOI10.5802/AFST.1644MaRDI QIDQ2214724zbMATH OpenOpenAlexWikidataFDO

Authors I. Bailleul, R. Catellier

Publication date 10 December 2020

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1802.04605

zbMATH Keywords

rough differential equationsunbounded vector fields

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough partial differential equations (60L50)

Abstract: We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary roughness.

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Cited in

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