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.
https://hal.inria.fr/inria-00278246
Contributor : Antoine Lejay
<>
Submitted on : Tuesday, February 3, 2009 - 2:20:26 AM
Last modification on : Saturday, January 27, 2018 - 1:32:17 AM
Long-term archiving on : Thursday, September 23, 2010 - 5:51:20 PM
Antoine Lejay. On rough differential equations. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2009, 14 (12), pp.341-364. ⟨inria-00278246v3⟩
