Abstract: In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the nonlinear rough paths and classic theory of linear rough paths. Finally, we apply this theory to rough partial differential equations.
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Cites work
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Cited in
(7)- Rough differential equations with power type nonlinearities
- Generating diffusions with fractional Brownian motion
- Regularization of multiplicative SDEs through additive noise
- On (p,q)-rough paths
- Ramification of Volterra-type rough paths
- Nonlinear Young differential equations: a review
- Initial-boundary value problem for transport equations driven by rough paths
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