Rough differential equations in the flow approach
Probability
2026-03-03 v3 Classical Analysis and ODEs
Abstract
We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index . A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices.
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Cite
@article{arxiv.2411.07157,
title = {Rough differential equations in the flow approach},
author = {Ajay Chandra and Léonard Ferdinand},
journal= {arXiv preprint arXiv:2411.07157},
year = {2026}
}
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