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
Contributeur : Antoine Lejay
<>
Soumis le : mardi 3 février 2009 - 02:20:26
Dernière modification le : samedi 27 janvier 2018 - 01:32:17
Document(s) archivé(s) le : jeudi 23 septembre 2010 - 17:51:20
Antoine Lejay. On rough differential equations. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2009, 14 (12), pp.341-364. 〈inria-00278246v3〉
