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Electronic Journal of Probability
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On rough differential equations

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2009 France Publisher:Institute of Mathematical StatisticsJournal:Electronic Journal of Probability, volume 14 (issn: 1083-6489, Copyright policy )
Authors: Lejay, Antoine;

doi: 10.1214/ejp.v14-613

On rough differential equations

Abstract

We prove that the Ito 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 could be extended to vector fields that have only a linear growth.

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France
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Keywords

controlled differential equations, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Rough paths, Itô map, [MATH.MATH-CA] Mathematics [math]/Classical Analysis and ODEs [math.CA]

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
17
Average
Top 10%
Top 10%
Green
gold
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