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Pré-Publication, Document De Travail Année : 2010

Global solutions to rough differential equations with unbounded vector fields

Résumé

We give a sufficient condition to ensure the global existence of a solution to a rough differential equation whose vector field has a linear growth. This condition is slightly weaker than the ones already given and may be used for geometric as well as non-geometric rough paths. For this, we study the properties the Euler scheme as done in the work of A.M. Davie.
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Dates et versions

inria-00451193 , version 1 (28-01-2010)
inria-00451193 , version 2 (22-03-2010)
inria-00451193 , version 3 (22-08-2012)

Identifiants

  • HAL Id : inria-00451193 , version 1

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Antoine Lejay. Global solutions to rough differential equations with unbounded vector fields. 2010. ⟨inria-00451193v1⟩
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