Rough Path Theory to approximate Random Dynamical Systems

Hongjun Gao, María J. Garrido-Atienza, Anhui Gu +2

We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(ω,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity a…