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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.
Cited literature [18 references]
https://hal.inria.fr/inria-00278246
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Tuesday, February 3, 2009 - 2:20:26 AM
Last modification on : Friday, February 4, 2022 - 3:10:51 AM
Long-term archiving on: : Thursday, September 23, 2010 - 5:51:20 PM
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Tuesday, February 3, 2009 - 2:20:26 AM
Last modification on : Friday, February 4, 2022 - 3:10:51 AM
Long-term archiving on: : Thursday, September 23, 2010 - 5:51:20 PM
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lejay_rde.pdf
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