English

Global existence for rough differential equations under linear growth conditions

Probability 2009-05-15 v1

Abstract

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not sufficient if the driving rough path is not geometric. This settle a long-standing open question in the theory of rough paths. So in the geometric setting we recover the usual sufficient condition for differential equation. The proof rely on a simple mapping of the differential equation from the Euclidean space to a manifold to obtain a rough differential equation with bounded coefficients.

Keywords

Cite

@article{arxiv.0905.2399,
  title  = {Global existence for rough differential equations under linear growth conditions},
  author = {Massimiliano Gubinelli and Antoine Lejay},
  journal= {arXiv preprint arXiv:0905.2399},
  year   = {2009}
}

Comments

20 pages

R2 v1 2026-06-21T13:02:24.194Z