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arxiv: 1610.07481 · v1 · pith:IV4JW7UOnew · submitted 2016-10-24 · 🧮 math.PR

One-dimensional reflected rough differential equations

classification 🧮 math.PR
keywords roughdifferentialone-dimensionalreflectedarxivcontroldealdealing
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We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some ideas we introduced in a previous work dealing with rough kinetic PDEs [arXiv:1604.00437].

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