Rough differential equation in Banach space driven by weak geometric p-rough path

Abstract

By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the quantitative dependence of solution in term of the initial value, vector field and driving rough path.

References in corpus (1)

• Fractional order Taylor's series and the neo-classical inequality

Cited by in corpus (2)

• Pathwise approximation of SDEs by coupling piecewise abelian rough paths
• The inverse problem for rough controlled differential equations