The non-linear sewing lemma I: weak formulation

DOI10.1214/19-EJP313MaRDI QIDQ2316583zbMATH OpenOpenAlexWikidataFDO

Authors Antoine Brault, Antoine Lejay

Publication date 6 August 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.11987, https://projecteuclid.org/euclid.ejp/1561082668

zbMATH Keywords

flow approximationsLipschitz flowsmeasurable flowsnon uniqueness of solutionsrough differential equationsrough pathssewing lemma

Mathematics Subject Classification ID

Selections in general topology (54C65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

Abstract: We introduce a new framework to deal with rough differential equations based on flows and their approximations. Our main result is to prove that measurable flows exist under weak conditions, even solutions to the corresponding rough differential equations are not unique. We show that under additional conditions of the approximation, there exists a unique Lipschitz flow. Then, a perturbation formula is given. Finally, we link our approach to the additive, multiplicative sewing lemmas and the rough Euler scheme.

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Cited in

(10)

• Extensions of the sewing lemma with applications
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• Constructing general rough differential equations through flow approximations
• The non-linear sewing lemma III: stability and generic properties
• On nonlinear rough paths
• Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach)
• Topics in rough analysis
• Regularization by noise for rough differential equations driven by Gaussian rough paths
• Stochastic sewing lemma on Wasserstein space
• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma

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