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

DOI10.5802/AFST.1644zbMATH Open1472.60157arXiv1802.04605OpenAlexW2787148052WikidataQ115159089 ScholiaQ115159089MaRDI QIDQ2214724FDOQ2214724

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)

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.

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)

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Cited In (2)

• Regularization by noise for rough differential equations driven by Gaussian rough paths
• Random dynamical systems, rough paths and rough flows

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