pith. sign in

arxiv: 1309.1291 · v1 · pith:TJQJE2RSnew · submitted 2013-09-05 · 🧮 math.PR · math.CA

Path-dependent rough differential equations

classification 🧮 math.PR math.CA
keywords flowspath-dependentroughdifferentialequationspathworka-holder
0
0 comments X
read the original abstract

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations on flows of the form d\phi = V h(dt) + F X(dt), for smooth enough path-dependent vector fields V,F = (V_1,...,V_\ell), any Holder weak geometric p-rough path X and any a-Holder path h, with a+1/p>1.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.