English

A moment estimate of the derivative process in rough path theory

Probability 2010-07-28 v1

Abstract

In this paper we prove the derivative process of a rough differential equation driven by Brownian rough path has finite LrL^r-moment for any r/ge1r /ge 1. Thanks to Burkholder-Davis-Gundy's inequality, this kind of problem is easy in the usual SDE theory. In the context of rough path theory, however, it does not seem so obvious.

Keywords

Cite

@article{arxiv.1007.4651,
  title  = {A moment estimate of the derivative process in rough path theory},
  author = {Yuzuru Inahama},
  journal= {arXiv preprint arXiv:1007.4651},
  year   = {2010}
}