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 Electronic Journal of Probability > Vol. 14 (2009) > Paper 12 open journal systems 


On rough differential equations

Antoine Lejay, Institut Elie Cartan, Nancy


Abstract
We prove that the Itô map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p in [2,3) is locally Lipschitz continuous in all its arguments and we give some sufficient conditions for global existence for non-bounded vector fields.


Full text: PDF

Pages: 341-364

Published on: February 2, 2009
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Electronic Journal of Probability. ISSN: 1083-6489