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Perturbation of linear rough differential equations and applications

Antoine Lejay 1, 2 
1 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
2 IECN - Institut Élie Cartan de Nancy
Abstract : We give a very short account on some results on perturbed linear Rough Differential Equation.
Keywords : linear Rough Differential Equations Rough paths Dyson series Chen series Chen-Strichartz formula Duhamel formula Magnus formula
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Conference papers
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https://hal.inria.fr/hal-00760588
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Tuesday, December 4, 2012 - 10:09:34 AM
Last modification on : Friday, February 4, 2022 - 3:09:20 AM

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CNRS | INRIA | IECN | INSMI | UNIV-LORRAINE | INRIA2

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Antoine Lejay. Perturbation of linear rough differential equations and applications. Rough Paths and PDEs, Aug 2012, Oberwolfach, Germany. ⟨10.4171/OWR/2012/41⟩. ⟨hal-00760588⟩

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