English

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 β\beta-H\"older continuous, for β>1/3\beta>1/3, is widely available in the literature. In its extension to the case when β1/3,\beta\leqslant1/3, 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.

Keywords

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

R2 v1 2026-06-23T18:50:10.567Z