English

Rough differential equations with power type nonlinearities

Probability 2017-08-17 v1

Abstract

In this note we consider differential equations driven by a signal xx which is γ\gamma-H\"older with γ>1/3\gamma>1/3, 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 ξκ|\xi|^{\kappa} with κ(0,1)\kappa\in(0,1). 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.

Keywords

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}
}
R2 v1 2026-06-22T21:15:31.414Z