Lipschitz-stability of Controlled Rough Paths and Rough Differential Equations
Classical Analysis and ODEs
2020-09-29 v1
Abstract
We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is -H\"older continuous, for , is widely available in the literature. In its extension to the case when a main challenge and missing ingredient is to show that controlled roughs paths are closed under composition with Lipschitz transformations. Establishing such a property precisely, which has a strong algebraic nature, is a main purpose of the present article.
Cite
@article{arxiv.2009.13084,
title = {Lipschitz-stability of Controlled Rough Paths and Rough Differential Equations},
author = {Horatio Boedihardjo and Xi Geng},
journal= {arXiv preprint arXiv:2009.13084},
year = {2020}
}
Comments
33 pages