Perturbed linear rough differential equations
نویسندگان
چکیده
منابع مشابه
Perturbed linear rough differential equations
We study linear rough differential equations and we solve perturbed linear rough differential equation using the Duhamel principle. These results provide us with the key technical point to study the regularity of the differential of the Itô map in a subsequent article. Also, the notion of linear rough differential equations leads to consider multiplicative functionals with values in Banach alge...
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We prove that the Itô map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p ∈ [2,3) is locally Lipschitz continuous in all its arguments and we give some sufficient conditions for global existence for non-bounded vector fields.
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ژورنال
عنوان ژورنال: Annales mathématiques Blaise Pascal
سال: 2014
ISSN: 1259-1734,2118-7436
DOI: 10.5802/ambp.338