Published May 2, 2019 | Version v1
Journal article

The non-linear sewing lemma I : weak formulation

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Description

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 exists a unique Lipschitz flow. Then, a perturbation formula is given. Finally, we link our approach to the additive, multiplicative sewing lemmas and the rough Euler scheme.

Abstract

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Identifiers

URL
https://hal.inria.fr/hal-01716945
URN
urn:oai:HAL:hal-01716945v5

Origin repository

Origin repository
UNICA