Flows driven by Banach space-valued rough paths
Probability
2013-09-25 v1 Classical Analysis and ODEs
Abstract
We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.
Keywords
Cite
@article{arxiv.1309.6082,
title = {Flows driven by Banach space-valued rough paths},
author = {Ismael Bailleul},
journal= {arXiv preprint arXiv:1309.6082},
year = {2013}
}
Comments
8 pages