Rough differential equations with power type nonlinearities
Probability
2017-08-17 v1
Abstract
In this note we consider differential equations driven by a signal which is -H\"older with , and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients of the equation behave like power functions of the form with . Two different methods are used in order to construct solutions: (i) In a 1-d setting, we resort to a rough version of Lamperti's transform. (ii) For multidimensional situations, we quantify some improved regularity estimates when the solution approaches the origin.
Cite
@article{arxiv.1708.04659,
title = {Rough differential equations with power type nonlinearities},
author = {Prakash Chakraborty and Samy Tindel},
journal= {arXiv preprint arXiv:1708.04659},
year = {2017}
}