International audienceWe give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost flow which can be viewed as a good approximation of the solution at small time. In this second article, we give some tractable conditions under which the limit flow is Lipschitz continuous and its links with uniqueness of solutions of rough differential equations. We also give perturbation formulas on almost flows which link the former constructions
International audienceWe consider a stochastic differential equation, driven by a Brownian motion, w...
Motivated by building a Lipschitz structure on the reachability set of a set of rough differential e...
International audienceThe theory of rough paths allows one to define controlled differential equatio...
International audienceWe give an unified framework to solve rough differential equations. Based on f...
International audienceWe introduce a new framework to deal with rough differential equations based o...
International audienceSolutions of Rough Differential Equations (RDE) may be defined as paths whose ...
International audienceThe non-linear sewing lemma constructs flows of rough differential equations f...
Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close t...
International audienceThe Itô map assigns the solution of a Rough Differential Equation, a generaliz...
We provide an account for the existence and uniqueness of solutions to rough differential equations ...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
AbstractGiven an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(...
International audienceWe study linear rough differential equations and we solve perturbed linear rou...
The purpose of this article is to solve rough differential equations with the theory of regularity ...
International audienceThere are several ways of defining what it means for a path to solve a rough d...
International audienceWe consider a stochastic differential equation, driven by a Brownian motion, w...
Motivated by building a Lipschitz structure on the reachability set of a set of rough differential e...
International audienceThe theory of rough paths allows one to define controlled differential equatio...
International audienceWe give an unified framework to solve rough differential equations. Based on f...
International audienceWe introduce a new framework to deal with rough differential equations based o...
International audienceSolutions of Rough Differential Equations (RDE) may be defined as paths whose ...
International audienceThe non-linear sewing lemma constructs flows of rough differential equations f...
Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close t...
International audienceThe Itô map assigns the solution of a Rough Differential Equation, a generaliz...
We provide an account for the existence and uniqueness of solutions to rough differential equations ...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
AbstractGiven an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(...
International audienceWe study linear rough differential equations and we solve perturbed linear rou...
The purpose of this article is to solve rough differential equations with the theory of regularity ...
International audienceThere are several ways of defining what it means for a path to solve a rough d...
International audienceWe consider a stochastic differential equation, driven by a Brownian motion, w...
Motivated by building a Lipschitz structure on the reachability set of a set of rough differential e...
International audienceThe theory of rough paths allows one to define controlled differential equatio...