English

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 H>14H > \frac{1}{4}. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices.

Keywords

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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Published version

R2 v1 2026-06-28T19:55:48.876Z