English

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 ν\nu - H\"older continuous for ν(13,12)\nu \in (\frac{1}{3},\frac{1}{2}), 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