On the rough Gronwall lemma and its applications
Analysis of PDEs
2017-09-12 v1
Abstract
We present a rough path analog of the classical Gronwall Lemma introduced recently by A. Deya, M. Gubinelli, M. Hofmanov\'a, S. Tindel in [arXiv:1604.00437] and discuss two of its applications. First, it is applied in the framework of rough path driven PDEs in order to establish energy estimates for weak solutions. Second, it is used in order to prove uniqueness for reflected rough differential equations.
Cite
@article{arxiv.1709.03072,
title = {On the rough Gronwall lemma and its applications},
author = {Martina Hofmanova},
journal= {arXiv preprint arXiv:1709.03072},
year = {2017}
}