期刊论文详细信息
JOURNAL OF DIFFERENTIAL EQUATIONS 卷:264
Sensitivity of rough differential equations: An approach through the Omega lemma
Article
Coutin, Laure1  Lejay, Antoine2,3,4 
[1] Univ Toulouse, UMR5219, Inst Math Toulouse, UT3, Toulouse, France
[2] Univ Lorraine, IECL, UMR 7502, F-54600 Vandoeuvre Les Nancy, France
[3] CNRS, IECL, UMR 7502, F-54600 Vandoeuvre Les Nancy, France
[4] INRIA, F-54600 Villers Les Nancy, France
关键词: Rough paths;    Rough differential equations;    Ito map;    Malliavin calculus;    Flow of diffeomorphisms;   
DOI  :  10.1016/j.jde.2017.11.031
来源: Elsevier
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【 摘 要 】

The Ito map gives the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the Ito map is Holder or Lips-chitz continuous with respect to all its parameters. This result unifies and weakens the hypotheses of the regularity results already established in the literature. (C) 2017 Elsevier Inc. All rights reserved.

【 授权许可】

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