Open Access
2009 On rough differential equations
Antoine Lejay
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Electron. J. Probab. 14: 341-364 (2009). DOI: 10.1214/EJP.v14-613


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.


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Antoine Lejay. "On rough differential equations." Electron. J. Probab. 14 341 - 364, 2009.


Accepted: 2 February 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60044
MathSciNet: MR2480544
Digital Object Identifier: 10.1214/EJP.v14-613

Vol.14 • 2009
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