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math.PR2014
The inverse problem for rough controlled differential equations
I. Bailleul, J. Diehl
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled ev…
math.PR2014★ 2 cited
Regularity of the Ito-Lyons map
I. Bailleul
We show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of co…