Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$
Abstract
We consider the rough differential equations driven by tempered fractional Brownian motion with Hurst index and tempered parameter . First, by means of piecewise linear approximation, we canonically lift the tempered fractional Brownian motion to a three-step geometric rough path in an almost sure sense. Subsequently, employing the Doss-Sussmann technique in conjunction with a greedy sequence of stopping times, we construct a suitable transformation that establishes a bijection between the solution of the rough differential equation and that of an associated ordinary differential equation. This yields the existence and uniqueness of a solution to the original equation. Based on this result and appealing to Gronwall's lemma, we further derive an upper bound for the solution norm, thereby providing a quantitative control on its growth.
Keywords
Cite
@article{arxiv.2603.07675,
title = {Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$},
author = {Lijuan Zhang and Jianhua Huang},
journal= {arXiv preprint arXiv:2603.07675},
year = {2026}
}