Year: 2015
Type: article
Abstract: We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for rough differential equations, in the context of dynamics on a Banach space driven by a Hölder weak geometric rough path; the explosion question under linear growth conditions, Taylor expansion and Euler estimates are also dealt with. We illustrate our approach by proving an existence and well-posedness result for some mean field stochastic rough differential equation.
DOI: 10.4171/rmi/858
Author: Ismaël Bailleul
Institutions: Université Rennes 1, Université de Rennes
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
Funder: Agence Nationale de la Recherche
OpenAlex ID: W654521076