Controlled differential equations as rough integrals
Probability
2020-10-19 v2 Functional Analysis
Abstract
We study controlled differential equations with unbounded drift terms, where the driving paths is - H\"older continuous for , so that the rough integral are interpreted in the Gubinelli sense \cite{gubinelli} for controlled rough paths. Similar to the rough differential equations in the sense of Lyons \cite{lyons98} or of Friz-Victoir \cite{friz}, we prove the existence and uniqueness theorem for the solution in the sense of Gubinelli, the continuity on the initial value, and the solution norm estimates.
Keywords
Cite
@article{arxiv.2007.06295,
title = {Controlled differential equations as rough integrals},
author = {Luu Hoang Duc},
journal= {arXiv preprint arXiv:2007.06295},
year = {2020}
}
Comments
28 pages. arXiv admin note: text overlap with arXiv:1905.08236