Universal limit theorem for rough differential equations driven by controlled rough paths
Abstract
We study rough differential equations driven by controlled rough paths in the level- regime . Given a reference rough path and an -controlled driver , we first give a point-removal construction of the controlled rough integral and prove the corresponding remainder estimates. We then establish local and global well-posedness for the controlled-driven rough differential equation A key structural result is the canonical lift of the controlled driver: from the controlled data we construct a level- rough path and show that the controlled-driven equation is equivalent to the classical rough differential equation driven by . This equivalence shows compatibility with classical rough path theory, while the controlled formulation keeps track of the dependence of the effective driver on the reference rough path . Finally, we prove a universal limit theorem for the solution map which gives stability with respect to perturbations of the initial condition, the reference rough path, and the controlled driver. These results provide a natural framework for layered rough systems and equations driven by transformed or previously evolved rough signals.
Cite
@article{arxiv.2603.09158,
title = {Universal limit theorem for rough differential equations driven by controlled rough paths},
author = {Nannan Li and Xing Gao},
journal= {arXiv preprint arXiv:2603.09158},
year = {2026}
}
Comments
31 pages