The Lipschitz continuity of the solution to branched rough differential equations
Probability
2024-08-08 v1 Classical Analysis and ODEs
Abstract
Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with respect to the initial value, the vector field and the driving rough path.
Keywords
Cite
@article{arxiv.2408.03937,
title = {The Lipschitz continuity of the solution to branched rough differential equations},
author = {Jing Zou and Danyu Yang},
journal= {arXiv preprint arXiv:2408.03937},
year = {2024}
}