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arxiv: 1401.1147 · v3 · pith:MQSZLRXEnew · submitted 2014-01-06 · 🧮 math.PR · math.CA

Regularity of the Ito-Lyons map

classification 🧮 math.PR math.CA
keywords differentialito-lyonsregularityroughsomeapproachassociatedback
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We show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of controlled paths. This regularity result provides an elementary approach to Taylor-like expansions of Inahama-Kawabi type for solutions of rough differential equations depending on a small parameter, and makes the construction of some natural dynamics on the path space over any compact Riemannian manifold straightforward, giving back Driver's flow as a particular case.

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