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

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.

Citation

Download Citation

Antoine Lejay. "On rough differential equations." Electron. J. Probab. 14 341 - 364, 2009. https://doi.org/10.1214/EJP.v14-613

Information

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

JOURNAL ARTICLE
24 PAGES


SHARE
Vol.14 • 2009
Back to Top