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Journal Articles Electronic Journal of Probability Year : 2009

On rough differential equations

Abstract

We prove that the Ito map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p in [2,3) is locally Lipschitz continuous in all its arguments and could be extended to vector fields that have only a linear growth.
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Dates and versions

inria-00278246 , version 1 (09-05-2008)
inria-00278246 , version 2 (20-12-2008)
inria-00278246 , version 3 (03-02-2009)

Identifiers

  • HAL Id : inria-00278246 , version 3

Cite

Antoine Lejay. On rough differential equations. Electronic Journal of Probability, 2009, 14 (12), pp.341-364. ⟨inria-00278246v3⟩
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