Rough differential equations in the flow approach
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866910036045856768 |
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| author | Chandra, Ajay Ferdinand, Léonard |
| author_facet | Chandra, Ajay Ferdinand, Léonard |
| contents | We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_07157 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Rough differential equations in the flow approach Chandra, Ajay Ferdinand, Léonard Probability Classical Analysis and ODEs We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices. |
| title | Rough differential equations in the flow approach |
| topic | Probability Classical Analysis and ODEs |
| url | https://arxiv.org/abs/2411.07157 |