English

Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$

Dynamical Systems 2026-03-10 v1 Probability

Abstract

We consider the rough differential equations driven by tempered fractional Brownian motion with Hurst index H(14,13)H\in (\frac{1}{4}, \frac{1}{3}) and tempered parameter λ>0\lambda>0. 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}
}