Revista Matemática Iberoamericana · 2015 · 53 citations · 12 references
EngineeringSimple MechanismGeometric FlowFluid MechanicsBanach SpaceFlow PhysicTransport PhenomenaRough PathsRough Differential EquationsMultiphase FlowFunctional AnalysisStochastic Differential Equation
We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for rough differential equations, in the context of dynamics on a Banach space driven by a Hölder weak geometric rough path; the explosion question under linear growth conditions, Taylor expansion and Euler estimates are also dealt with. We illustrate our approach by proving an existence and well-posedness result for some mean field stochastic rough differential equation.
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Differential equations driven by rough signals
Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text
Kuo-Tsai Chen · Bulletin of the American Mathematical Society · 1977 · 920 citations · Full text
Massimiliano Gubinelli · Journal of Differential Equations · 2009 · 143 citations