Rough differential equations in the flow approach
File(s)
Published version
Author(s)
Chandra, Ajay
Ferdinand, Léonard
Type
Journal Article
Abstract
We show how the flow approach of Duch (2021), with elementary differentials as coordinates as in Chandra and Ferdinand (2024), can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index 𝐻 > 1⁄4. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices.
Date Issued
2025-12-01
Date Acceptance
2025-07-16
Citation
Stochastic Processes and their Applications, 2025, 190
ISSN
0304-4149
Publisher
Elsevier
Journal / Book Title
Stochastic Processes and their Applications
Volume
190
Copyright Statement
© 2025 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Publication Status
Published
Article Number
104757
Date Publish Online
2025-08-07