pith. sign in

arxiv: 1612.01955 · v1 · pith:R7UZAVJZnew · submitted 2016-12-06 · 🧮 math.PR

Random dynamical systems, rough paths and rough flows

classification 🧮 math.PR
keywords roughrandomdynamicalliftssystemsdifferentialdrivenequations
0
0 comments X
read the original abstract

We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such lifts induce random dynamical systems. In particular, our results imply that rough differential equations driven by the lift of fractional Brownian motion in the sense of Friz-Victoir induce random dynamical systems.

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.