Open Access
2009 On rough differential equations
Antoine Lejay
Author Affiliations +
Electron. J. Probab. 14: 341-364 (2009). DOI: 10.1214/EJP.v14-613
Abstract

We prove that the Itô map, that is the map that gives the solution of a differential equation controlled by a rough path of finite $p$-variation with $p\in [2,3)$ is locally Lipschitz continuous in all its arguments and we give some sufficient conditions for global existence for non-bounded vector fields.

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Antoine Lejay "On rough differential equations," Electronic Journal of Probability 14(none), 341-364, (2009). https://doi.org/10.1214/EJP.v14-613
Accepted: 2 February 2009; Published: 2009
Vol.14 • 2009
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