Lipschitz-stability of controlled rough paths and rough differential equations

zbMath1498.60398arXiv2009.13084MaRDI QIDQ2159508

Horatio Boedihardjo, X. Geng

Publication date: 1 August 2022

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13084

Mathematics Subject Classification ID

Identities, free Lie (super)algebras (17B01) Control problems involving ordinary differential equations (34H05) Rough paths (60L20)

Related Items (2)

Random attractors for rough stochastic partial differential equations ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

Cites Work

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• Smoothness of densities for path-dependent SDEs under Hörmander's condition
• Multidimensional Stochastic Processes as Rough Paths
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
• System Control and Rough Paths
• A course on rough paths. With an introduction to regularity structures

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