Controlled differential equations as rough integrals
We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense \cite{gubinelli} for controlled rough paths. Similar to the ro...
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Zusammenfassung: | We study controlled differential equations with unbounded drift terms, where
the driving paths is $\nu$ - H\"older continuous for $\nu \in
(\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the
Gubinelli sense \cite{gubinelli} for controlled rough paths. Similar to the
rough differential equations in the sense of Lyons \cite{lyons98} or of
Friz-Victoir \cite{friz}, we prove the existence and uniqueness theorem for the
solution in the sense of Gubinelli, the continuity on the initial value, and
the solution norm estimates. |
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DOI: | 10.48550/arxiv.2007.06295 |