Reflected rough differential equations via controlled paths
Probability
2016-08-29 v2
Abstract
In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker assumptions than those in [1] by using the notion of Gubinelli's controlled path [14].
Cite
@article{arxiv.1604.02562,
title = {Reflected rough differential equations via controlled paths},
author = {Shigeki Aida},
journal= {arXiv preprint arXiv:1604.02562},
year = {2016}
}
Comments
This paper has been withdrawn by the author because all contents are included in the new preprint arXiv:1608.03083