Perturbed linear rough differential equations

DOI10.5802/AMBP.338zbMATH Open1322.60084OpenAlexW2132467195MaRDI QIDQ397791FDOQ397791

Authors: L. Coutin, Antoine Lejay 

Publication date: 12 August 2014

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/ambp.338

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zbMATH Keywords

Banach algebrasrough pathsrough differential equationsChen-Strichartz formulaDuhamel's principleMagnus formulaperturbation formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25)

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Cited In (10)

• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• Non-explosion criteria for rough differential equations driven by unbounded vector fields
• Solving Rough Differential Equations with the Theory of Regularity Structures
• Unbounded rough drivers
• The non-linear sewing lemma. II. Lipschitz continuous formulation
• The non-linear sewing lemma I: weak formulation
• An Itô formula for rough partial differential equations and some applications
• Solving mean field rough differential equations
• Sensitivity of rough differential equations: an approach through the omega lemma
• Rough differential equations driven by signals in Besov spaces

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