Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article, we show that such solutions also solve a fixed point problem by exhibiting a suitable functional....
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2020 (v1)Journal articleUploaded on: December 4, 2022
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May 2, 2019 (v1)Journal article
We introduce a new framework to deal with rough differential equations based on flows and their approximations. Our main result is to prove that measurable flows exist under weak conditions, even solutions to the corresponding rough differential equations are not unique. We show that under additional conditions of the approximation, there...
Uploaded on: December 4, 2022