On nonlinear rough paths
Probability
2019-04-29 v1
Abstract
In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the nonlinear rough paths and classic theory of linear rough paths. Finally, we apply this theory to rough partial differential equations.
Cite
@article{arxiv.1904.11526,
title = {On nonlinear rough paths},
author = {David Nualart and Panqiu Xia},
journal= {arXiv preprint arXiv:1904.11526},
year = {2019}
}