The Lipschitz continuity of the solution to branched rough differential equations

Fuente: arXiv
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Main Authors: Zou, Jing, Yang, Danyu
Format: Preprint
Published: 2024
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author Zou, Jing
Yang, Danyu
author_facet Zou, Jing
Yang, Danyu
contents Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with respect to the initial value, the vector field and the driving rough path.
format Preprint
id arxiv_https___arxiv_org_abs_2408_03937
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Lipschitz continuity of the solution to branched rough differential equations
Zou, Jing
Yang, Danyu
Probability
Classical Analysis and ODEs
Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with respect to the initial value, the vector field and the driving rough path.
title The Lipschitz continuity of the solution to branched rough differential equations
topic Probability
Classical Analysis and ODEs
url https://arxiv.org/abs/2408.03937