Flows Driven by Banach Space-Valued Rough Paths

DOI10.1007/978-3-319-11970-0_7zbMATH Open1390.60200arXiv1309.6082OpenAlexW1804556946MaRDI QIDQ4568486FDOQ4568486

Authors: I. Bailleul 

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.

Full work available at URL: https://arxiv.org/abs/1309.6082

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zbMATH Keywords

rough differential equationsflowsinfinite dimensional rough paths

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Chaos control for problems involving ordinary differential equations (34H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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Cited In (22)

• Non-explosion criteria for rough differential equations driven by unbounded vector fields
• Rough integrators on Banach manifolds
• Nonautonomous Young differential equations revisited
• The non-linear sewing lemma. II. Lipschitz continuous formulation
• The non-linear sewing lemma III: stability and generic properties
• Rough Center Manifolds
• The non-linear sewing lemma I: weak formulation
• Unstable manifolds for rough evolution equations
• Unstable manifolds for rough evolution equations
• Flow equations on spaces of rough paths
• Center manifolds for rough partial differential equations
• Regularity of the Itô-Lyons map
• On the definition of a solution to a rough differential equation
• Rough paths analysis of general Banach space-valued Wiener processes
• Peano's theorem for rough differential equations in infinite-dimensional Banach spaces
• On trajectory convergence of dissipative flows in Banach spaces
• Flows driven by rough paths
• Rough differential equations with path-dependent coefficients
• Differential structure and flow equations on rough path space
• Random dynamical systems, rough paths and rough flows
• Constructing general rough differential equations through flow approximations
• Geometric rough paths on infinite dimensional spaces

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