The Lipschitz continuity of the solution to branched rough differential equations
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
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| _version_ | 1866909281136148480 |
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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 |