Flows driven by multi-indices Rough Paths

Fuente: arXiv
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Autori principali: Bellingeri, Carlo, Bruned, Yvain, Hou, Yingtong
Natura: Preprint
Pubblicazione: 2025
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author Bellingeri, Carlo
Bruned, Yvain
Hou, Yingtong
author_facet Bellingeri, Carlo
Bruned, Yvain
Hou, Yingtong
contents In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits perfectly in this setting. In addition, we also describe the action of the translation of multi-indices rough paths at the level of rough differential equations.
format Preprint
id arxiv_https___arxiv_org_abs_2502_14771
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Flows driven by multi-indices Rough Paths
Bellingeri, Carlo
Bruned, Yvain
Hou, Yingtong
Probability
Classical Analysis and ODEs
60L20, 60L70
In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits perfectly in this setting. In addition, we also describe the action of the translation of multi-indices rough paths at the level of rough differential equations.
title Flows driven by multi-indices Rough Paths
topic Probability
Classical Analysis and ODEs
60L20, 60L70
url https://arxiv.org/abs/2502.14771